+77.6%
V vs HST
+77.0%
+0.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +2.2% | -2.7% | +4.9% | +2.9% |
| 30D | +13.6% | +10.7% | +2.9% | +10.9% |
| 3M | +14.3% | +6.3% | +8.0% | +12.6% |
| 6M | +33.1% | +19.0% | +14.1% | +27.0% |
| YTD | +21.2% | +47.0% | -25.8% | +9.0% |
| 1Y | +26.4% | +53.4% | -27.0% | +12.3% |
| 3Y | +77.6% | +78.0% | -0.4% | +53.2% |
| All | +77.6% | +77.0% | +0.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling