+994.0%
HSTM vs VT
+374.2%
+619.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +15.6% | +2.4% | +13.2% | +13.7% |
| 6M | +33.0% | +12.0% | +21.0% | +24.0% |
| YTD | +27.1% | +15.3% | +11.8% | +16.4% |
| 1Y | +4.1% | +22.6% | -18.5% | -8.0% |
| 3Y | +38.0% | +74.7% | -36.6% | -0.7% |
| 5Y | -2.1% | +66.1% | -68.2% | -28.1% |
| 10Y | +15.0% | +225.0% | -210.0% | -42.0% |
| All | +994.0% | +374.2% | +619.8% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling