+60.9%
VEA vs HST
+75.9%
-15.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.4% | -2.8% | +3.2% | +1.3% |
| 3M | +4.8% | -6.5% | +11.3% | +6.8% |
| 6M | +11.3% | +20.7% | -9.5% | +4.4% |
| YTD | +17.4% | +30.5% | -13.1% | +7.3% |
| 1Y | +26.2% | +36.8% | -10.6% | +13.4% |
| 3Y | +77.7% | +65.9% | +11.8% | +46.9% |
| 5Y | +60.9% | +73.9% | -13.0% | +29.1% |
| All | +60.9% | +75.9% | -15.0% | +29.1% |
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