+99.8%
HST vs VO
+192.5%
-92.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | +2.0% | +0.6% | +1.4% | +1.2% |
| 30D | -5.2% | -1.1% | -4.2% | -4.1% |
| 3M | -6.2% | +4.5% | -10.8% | -11.0% |
| 6M | +20.4% | +11.1% | +9.4% | +6.5% |
| YTD | +30.6% | +13.5% | +17.1% | +12.8% |
| 1Y | +37.4% | +14.5% | +22.9% | +17.4% |
| 3Y | +66.1% | +58.1% | +8.0% | -1.0% |
| 5Y | +73.7% | +43.3% | +30.4% | +16.4% |
| 10Y | +99.8% | +193.2% | -93.4% | -37.7% |
| All | +99.8% | +192.5% | -92.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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