+109.0%
HST vs VNQ
+64.0%
+45.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | -0.3% |
| 7D | +0.9% | -1.3% | +2.1% | +2.1% |
| 30D | -2.5% | -2.6% | +0.1% | 0.0% |
| 3M | -5.1% | -2.0% | -3.1% | -3.3% |
| 6M | +21.6% | +4.3% | +17.3% | +16.3% |
| YTD | +31.6% | +9.2% | +22.4% | +20.3% |
| 1Y | +36.1% | +5.6% | +30.5% | +28.7% |
| 3Y | +66.5% | +30.8% | +35.6% | +26.0% |
| 5Y | +76.6% | +8.0% | +68.6% | +62.1% |
| All | +109.0% | +64.0% | +45.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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