+71.0%
HST vs VSXY
+37.4%
+33.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | -1.0% | -14.0% | +13.0% | +1.2% |
| 30D | -12.3% | -15.9% | +3.7% | -10.2% |
| 3M | -6.4% | +3.4% | -9.8% | -7.4% |
| 6M | +15.0% | +25.9% | -10.9% | +7.7% |
| YTD | +30.5% | +39.5% | -9.0% | +19.6% |
| 1Y | +35.7% | +194.4% | -158.7% | +8.0% |
| 3Y | +68.4% | +281.4% | -213.0% | +18.2% |
| 5Y | +73.1% | +12.8% | +60.3% | +41.2% |
| All | +71.0% | +37.4% | +33.6% | +40.5% |
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