+72.5%
HST vs VSXY
+37.5%
+34.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | 0.0% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | -2.5% | -18.7% | +16.2% | +0.5% |
| 3M | -5.1% | -4.0% | -1.2% | -5.1% |
| 6M | +21.6% | +67.5% | -45.9% | +8.7% |
| YTD | +31.6% | +39.7% | -8.0% | +20.6% |
| 1Y | +36.1% | +180.0% | -143.8% | +9.3% |
| 3Y | +66.5% | +337.3% | -270.8% | +13.8% |
| 5Y | +76.6% | +22.7% | +53.9% | +44.2% |
| All | +72.5% | +37.5% | +34.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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