+15.5%
HSTM vs VT
+224.5%
-209.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.6% | +0.4% | -1.1% | -0.9% |
| 30D | +4.4% | +1.0% | +3.4% | +3.7% |
| 3M | +15.6% | +2.4% | +13.2% | +13.4% |
| 6M | +33.0% | +12.0% | +21.0% | +22.4% |
| YTD | +27.1% | +15.3% | +11.8% | +14.5% |
| 1Y | +4.1% | +22.6% | -18.5% | -10.2% |
| 3Y | +38.0% | +74.7% | -36.6% | -7.4% |
| 5Y | -2.1% | +66.1% | -68.2% | -32.3% |
| All | +15.5% | +224.5% | -209.0% | -59.1% |
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