+109.0%
HST vs VTEB
+17.9%
+91.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | +0.9% | -0.9% | +1.8% | +1.7% |
| 30D | -2.5% | -2.5% | +0.1% | -0.1% |
| 3M | -5.1% | -3.0% | -2.2% | -2.4% |
| 6M | +21.6% | -2.1% | +23.7% | +24.2% |
| YTD | +31.6% | -1.5% | +33.1% | +33.6% |
| 1Y | +36.1% | +0.2% | +36.0% | +36.2% |
| 3Y | +66.5% | +8.6% | +57.9% | +54.6% |
| 5Y | +76.6% | +1.2% | +75.4% | +73.2% |
| All | +109.0% | +17.9% | +91.2% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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