+735.8%
IVV vs HST
+515.6%
+220.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.7% | +1.3% | -2.7% |
| 7D | -4.8% | -4.2% | -0.6% | -3.5% |
| 30D | -5.9% | +9.6% | -15.5% | -8.4% |
| 3M | -4.5% | -1.1% | -3.4% | -4.4% |
| 6M | +1.8% | +21.1% | -19.3% | -4.1% |
| YTD | +8.4% | +47.1% | -38.7% | -3.8% |
| 1Y | +9.4% | +64.0% | -54.6% | -6.2% |
| 3Y | +75.3% | +77.1% | -1.9% | +45.4% |
| 5Y | +67.8% | +71.8% | -4.0% | +37.6% |
| 10Y | +314.2% | +146.3% | +167.9% | +185.0% |
| All | +735.8% | +515.6% | +220.3% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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