+454.5%
V vs HST
+143.2%
+311.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +9.7% | +14.5% | -4.7% | +4.9% |
| 3M | +17.3% | +15.4% | +1.9% | +11.8% |
| 6M | +33.2% | +22.0% | +11.2% | +24.1% |
| YTD | +21.3% | +54.9% | -33.5% | +4.0% |
| 1Y | +27.3% | +54.0% | -26.6% | +9.2% |
| 3Y | +76.1% | +90.4% | -14.4% | +37.6% |
| 5Y | +103.5% | +84.2% | +19.2% | +56.8% |
| 10Y | +454.5% | +144.6% | +309.8% | +300.9% |
| All | +454.5% | +143.2% | +311.2% | +300.9% |
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