+122.6%
HST vs VO
+197.6%
-75.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | 0.0% |
| 7D | +3.6% | +2.9% | +0.7% | +0.2% |
| 30D | +9.9% | +1.0% | +8.9% | +8.8% |
| 3M | +12.9% | -1.7% | +14.7% | +15.2% |
| 6M | +22.9% | +6.7% | +16.2% | +13.9% |
| YTD | +52.4% | +14.0% | +38.4% | +31.0% |
| 1Y | +52.5% | +13.7% | +38.9% | +31.6% |
| 3Y | +87.4% | +65.8% | +21.6% | +5.7% |
| 5Y | +82.9% | +36.6% | +46.3% | +29.6% |
| All | +122.6% | +197.6% | -75.0% | -28.7% |
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