+1,009.0%
HSTM vs VT
+345.0%
+664.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.8% | -6.5% |
| 7D | -12.4% | -4.2% | -8.3% | -10.1% |
| 30D | -5.5% | -5.8% | +0.3% | -2.1% |
| 3M | +5.8% | -5.2% | +11.0% | +9.1% |
| 6M | +21.8% | +0.1% | +21.7% | +21.3% |
| YTD | +28.9% | +8.2% | +20.6% | +22.4% |
| 1Y | +15.8% | +10.1% | +5.7% | +8.9% |
| 3Y | +17.2% | +69.7% | -52.4% | -14.3% |
| 5Y | +9.9% | +53.4% | -43.4% | -15.5% |
| 10Y | +42.3% | +219.2% | -177.0% | -27.5% |
| All | +1,009.0% | +345.0% | +664.0% | +373.0% |
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