+107.0%
HST vs VMC
+146.8%
-39.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +1.5% |
| 7D | -0.3% | -5.3% | +5.0% | +2.4% |
| 30D | -2.8% | -12.3% | +9.5% | +3.7% |
| 3M | -6.5% | -10.3% | +3.8% | -1.8% |
| 6M | +20.7% | -8.6% | +29.3% | +25.0% |
| YTD | +30.5% | -11.9% | +42.3% | +36.8% |
| 1Y | +36.8% | -13.9% | +50.7% | +44.8% |
| 3Y | +65.9% | +18.2% | +47.7% | +45.5% |
| 5Y | +73.9% | +47.7% | +26.2% | +33.9% |
| 10Y | +107.0% | +152.5% | -45.5% | +22.9% |
| All | +107.0% | +146.8% | -39.7% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling