+71.8%
HST vs VT
+53.2%
+18.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -0.9% |
| 7D | -4.2% | -4.2% | 0.0% | +0.7% |
| 30D | +9.6% | -5.8% | +15.4% | +17.5% |
| 3M | -1.1% | -5.2% | +4.1% | +5.2% |
| 6M | +21.1% | +0.1% | +21.0% | +20.0% |
| YTD | +47.1% | +8.2% | +38.9% | +32.5% |
| 1Y | +64.0% | +10.1% | +53.9% | +44.4% |
| 3Y | +77.1% | +69.7% | +7.5% | -9.4% |
| 5Y | +71.8% | +53.4% | +18.4% | +5.6% |
| All | +71.8% | +53.2% | +18.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling