+160.5%
VEA vs HST
+133.7%
+26.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.3% | +3.6% | -1.3% | +1.2% |
| 30D | +0.2% | +11.2% | -11.0% | -2.9% |
| 3M | -5.3% | +13.1% | -18.4% | -8.7% |
| 6M | -0.9% | +23.9% | -24.8% | -7.2% |
| YTD | +12.2% | +52.3% | -40.1% | -1.1% |
| 1Y | +16.1% | +56.7% | -40.6% | +1.4% |
| 3Y | +73.0% | +87.5% | -14.5% | +41.3% |
| 5Y | +53.7% | +82.8% | -29.1% | +23.7% |
| All | +160.5% | +133.7% | +26.7% | +87.4% |
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 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