+240.2%
HST vs VNQ
+392.1%
-151.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.0% | -0.4% | +2.4% | +2.4% |
| 30D | -5.2% | -2.5% | -2.7% | -2.3% |
| 3M | -6.2% | +1.4% | -7.6% | -8.0% |
| 6M | +20.4% | +4.6% | +15.9% | +13.7% |
| YTD | +30.6% | +10.5% | +20.1% | +15.3% |
| 1Y | +37.4% | +8.4% | +29.0% | +24.0% |
| 3Y | +66.1% | +32.4% | +33.7% | +15.6% |
| 5Y | +73.7% | +5.5% | +68.2% | +57.0% |
| 10Y | +99.8% | +59.1% | +40.7% | +5.5% |
| All | +240.2% | +392.1% | -151.8% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling