+99.5%
HST vs VSXY
+93.0%
+6.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +3.6% | -1.7% | +5.3% | +3.8% |
| 30D | +11.2% | +20.1% | -8.9% | +7.9% |
| 3M | +13.1% | +16.6% | -3.5% | +9.8% |
| 6M | +23.9% | +134.9% | -111.0% | +4.9% |
| YTD | +52.3% | +96.0% | -43.7% | +31.9% |
| 1Y | +56.7% | +203.8% | -147.1% | +25.1% |
| 3Y | +87.5% | +465.3% | -377.8% | +23.9% |
| 5Y | +82.8% | +106.3% | -23.5% | +41.8% |
| All | +99.5% | +93.0% | +6.5% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling