+65.7%
HST vs VYM
+64.0%
+1.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | +0.7% | -1.9% | +2.5% | +3.2% |
| 30D | -0.7% | -2.6% | +1.9% | +2.9% |
| 3M | -4.0% | +3.6% | -7.6% | -8.5% |
| 6M | +20.7% | +8.7% | +12.0% | +7.6% |
| YTD | +31.0% | +14.1% | +16.9% | +9.3% |
| 1Y | +36.2% | +17.8% | +18.4% | +8.7% |
| All | +65.7% | +64.0% | +1.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling