+71.6%
HST vs VSH
+24.4%
+47.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.8% | -1.5% |
| 7D | -2.7% | -12.9% | +10.3% | +0.4% |
| 30D | +10.7% | -36.9% | +47.6% | +23.1% |
| 3M | +6.3% | -28.8% | +35.0% | +13.5% |
| 6M | +19.0% | -30.3% | +49.3% | +19.5% |
| YTD | +47.0% | +62.4% | -15.3% | +6.2% |
| 1Y | +53.4% | +62.5% | -9.1% | +10.4% |
| 3Y | +78.0% | +7.4% | +70.6% | +44.1% |
| All | +71.6% | +24.4% | +47.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling