+161.1%
VEA vs HST
+143.8%
+17.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | 0.0% | +13.4% | -13.4% | -3.6% |
| 3M | -3.6% | +16.7% | -20.3% | -7.8% |
| 6M | -0.5% | +24.0% | -24.5% | -6.8% |
| YTD | +13.0% | +54.0% | -41.0% | -0.7% |
| 1Y | +16.3% | +55.0% | -38.8% | +1.9% |
| 3Y | +74.4% | +89.3% | -14.9% | +42.1% |
| 5Y | +55.8% | +85.4% | -29.6% | +25.1% |
| 10Y | +161.1% | +137.1% | +24.0% | +88.7% |
| All | +161.1% | +143.8% | +17.3% | +88.7% |
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