+320.1%
HST vs VO
+797.8%
-477.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | -2.7% | -2.6% | -0.1% | +1.2% |
| 30D | +10.7% | -0.9% | +11.6% | +12.4% |
| 3M | +6.3% | -3.0% | +9.3% | +11.0% |
| 6M | +19.0% | +2.2% | +16.8% | +14.8% |
| YTD | +47.0% | +10.6% | +36.5% | +26.3% |
| 1Y | +53.4% | +12.5% | +40.9% | +28.4% |
| 3Y | +78.0% | +61.4% | +16.6% | -13.2% |
| 5Y | +71.7% | +33.4% | +38.3% | +10.3% |
| 10Y | +146.2% | +201.5% | -55.4% | -58.2% |
| All | +320.1% | +797.8% | -477.7% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling