+159.0%
HST vs VIG
+655.8%
-496.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.9% |
| 7D | -1.3% | -0.3% | -0.9% | -0.7% |
| 30D | +13.4% | +4.9% | +8.5% | +4.4% |
| 3M | +16.7% | +2.9% | +13.8% | +11.0% |
| 6M | +24.0% | +11.2% | +12.8% | +2.9% |
| YTD | +54.0% | +16.0% | +38.0% | +18.8% |
| 1Y | +55.0% | +17.0% | +38.1% | +17.9% |
| 3Y | +89.3% | +66.9% | +22.5% | -22.5% |
| 5Y | +85.4% | +65.8% | +19.6% | -23.8% |
| 10Y | +137.1% | +263.6% | -126.5% | -80.3% |
| All | +159.0% | +655.8% | -496.8% | -94.5% |
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