+137.6%
HST vs VT
+215.5%
-78.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | -2.7% | -2.3% | -0.4% | +0.1% |
| 30D | +10.7% | -5.0% | +15.7% | +17.6% |
| 3M | +6.3% | -4.9% | +11.1% | +12.6% |
| 6M | +19.0% | -1.5% | +20.5% | +20.4% |
| YTD | +47.0% | +8.5% | +38.5% | +32.2% |
| 1Y | +53.4% | +11.4% | +42.1% | +33.6% |
| 3Y | +78.0% | +70.1% | +7.9% | -7.5% |
| 5Y | +71.7% | +53.7% | +18.0% | +2.2% |
| All | +137.6% | +215.5% | -78.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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