+1,330.6%
HST vs VSH
+1,674.8%
-344.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -1.1% |
| 7D | -1.0% | +4.1% | -5.1% | -2.3% |
| 30D | -12.3% | -4.2% | -8.1% | -11.5% |
| 3M | -6.4% | -50.0% | +43.6% | +11.5% |
| 6M | +15.0% | +80.2% | -65.2% | -10.6% |
| YTD | +30.5% | +121.1% | -90.6% | -5.7% |
| 1Y | +35.7% | +112.0% | -76.3% | -1.7% |
| 3Y | +68.4% | +22.5% | +45.9% | +39.4% |
| 5Y | +73.1% | +64.0% | +9.1% | +29.5% |
| 10Y | +92.7% | +170.4% | -77.6% | +21.1% |
| All | +1,330.6% | +1,674.8% | -344.2% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling