+160.5%
HST vs VIG
+650.0%
-489.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.1% |
| 7D | +0.6% | +1.0% | -0.4% | -1.1% |
| 30D | +14.5% | +4.5% | +9.9% | +6.1% |
| 3M | +15.4% | +2.1% | +13.3% | +11.3% |
| 6M | +22.0% | +10.5% | +11.5% | +2.5% |
| YTD | +54.9% | +15.1% | +39.8% | +21.2% |
| 1Y | +54.0% | +16.9% | +37.1% | +17.2% |
| 3Y | +90.4% | +65.6% | +24.9% | -21.0% |
| 5Y | +84.2% | +64.4% | +19.9% | -23.1% |
| 10Y | +144.6% | +260.6% | -116.0% | -79.4% |
| All | +160.5% | +650.0% | -489.5% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling