+96.6%
HST vs VT
+224.5%
-127.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | +0.4% | -1.5% | -1.6% |
| 30D | -12.3% | +1.0% | -13.2% | -13.3% |
| 3M | -6.4% | +2.4% | -8.7% | -9.4% |
| 6M | +15.0% | +12.0% | +3.0% | -0.3% |
| YTD | +30.5% | +15.3% | +15.2% | +9.2% |
| 1Y | +35.7% | +22.6% | +13.1% | +5.2% |
| 3Y | +68.4% | +74.7% | -6.3% | -14.8% |
| 5Y | +73.1% | +66.1% | +7.0% | -5.9% |
| All | +96.6% | +224.5% | -127.9% | -46.9% |
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