+105.8%
V vs HST
+83.0%
+22.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.1% |
| 7D | -0.4% | +3.6% | -4.0% | -1.5% |
| 30D | +6.3% | +9.9% | -3.6% | +3.2% |
| 3M | +17.2% | +12.9% | +4.2% | +12.7% |
| 6M | +29.2% | +22.9% | +6.4% | +20.5% |
| YTD | +20.8% | +52.4% | -31.6% | +4.5% |
| 1Y | +25.0% | +52.5% | -27.5% | +8.0% |
| 3Y | +75.3% | +87.4% | -12.1% | +37.4% |
| 5Y | +105.8% | +82.9% | +22.9% | +61.4% |
| All | +105.8% | +83.0% | +22.8% | +61.4% |
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