+119.6%
HST vs VIG
+623.5%
-504.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +1.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.3% |
| 30D | -12.3% | -1.0% | -11.3% | -10.8% |
| 3M | -6.4% | +2.8% | -9.1% | -10.9% |
| 6M | +15.0% | +8.2% | +6.8% | +0.1% |
| YTD | +30.5% | +11.0% | +19.5% | +8.7% |
| 1Y | +35.7% | +16.1% | +19.5% | +4.3% |
| 3Y | +68.4% | +56.2% | +12.2% | -22.6% |
| 5Y | +73.1% | +63.0% | +10.1% | -27.0% |
| 10Y | +92.7% | +241.4% | -148.7% | -82.1% |
| All | +119.6% | +623.5% | -504.0% | -95.0% |
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