+99.1%
V vs HST
+71.5%
+27.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +2.2% | -2.7% | +4.9% | +3.1% |
| 30D | +13.6% | +10.7% | +2.9% | +10.0% |
| 3M | +14.3% | +6.3% | +8.0% | +12.1% |
| 6M | +33.1% | +19.0% | +14.1% | +25.3% |
| YTD | +21.2% | +47.0% | -25.8% | +6.1% |
| 1Y | +26.4% | +53.4% | -27.0% | +8.9% |
| 3Y | +77.6% | +78.0% | -0.4% | +41.6% |
| All | +99.1% | +71.5% | +27.6% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling