+455.4%
V vs HST
+145.2%
+310.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +9.9% | +14.5% | -4.5% | +5.1% |
| 3M | +17.5% | +15.4% | +2.1% | +12.0% |
| 6M | +33.5% | +22.0% | +11.5% | +24.4% |
| YTD | +21.6% | +54.9% | -33.3% | +4.2% |
| 1Y | +27.6% | +54.0% | -26.4% | +9.4% |
| 3Y | +76.4% | +90.4% | -14.0% | +37.8% |
| 5Y | +103.8% | +84.2% | +19.6% | +57.1% |
| All | +455.4% | +145.2% | +310.2% | +297.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling