+30.2%
HSTM vs VT
+223.7%
-193.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.8% |
| 7D | -16.6% | +0.4% | -16.9% | -16.6% |
| 30D | -12.9% | -2.6% | -10.3% | -11.4% |
| 3M | +0.6% | -3.2% | +3.8% | +2.7% |
| 6M | +20.7% | +0.9% | +19.8% | +19.5% |
| YTD | +25.6% | +11.3% | +14.3% | +16.0% |
| 1Y | +17.7% | +14.0% | +3.7% | +6.9% |
| 3Y | +17.3% | +75.8% | -58.5% | -21.2% |
| 5Y | +7.4% | +57.8% | -50.5% | -22.7% |
| 10Y | +30.2% | +219.8% | -189.6% | -47.4% |
| All | +30.2% | +223.7% | -193.5% | -47.4% |
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