+131.7%
HST vs VO
+198.6%
-67.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.7% | -2.6% | -0.1% | +0.3% |
| 30D | +10.7% | -0.9% | +11.6% | +12.1% |
| 3M | +6.3% | -3.0% | +9.3% | +10.0% |
| 6M | +19.0% | +2.2% | +16.8% | +15.9% |
| YTD | +47.0% | +10.6% | +36.5% | +30.9% |
| 1Y | +53.4% | +12.5% | +40.9% | +34.0% |
| 3Y | +78.0% | +61.4% | +16.6% | +3.5% |
| 5Y | +71.7% | +33.4% | +38.3% | +24.9% |
| All | +131.7% | +198.6% | -67.0% | -26.3% |
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