+82.3%
HST vs VYM
+71.9%
+10.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | +3.6% | +3.7% | -0.1% | -1.4% |
| 30D | +11.2% | +3.7% | +7.5% | +6.0% |
| 3M | +13.1% | -0.7% | +13.8% | +14.3% |
| 6M | +23.9% | +7.2% | +16.7% | +12.6% |
| YTD | +52.3% | +16.9% | +35.3% | +23.0% |
| 1Y | +56.7% | +19.6% | +37.1% | +22.6% |
| 3Y | +87.5% | +74.6% | +12.9% | -12.3% |
| All | +82.3% | +71.9% | +10.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling