+173.7%
VEA vs HST
+96.3%
+77.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +1.9% | -12.3% | +14.2% | +6.0% |
| 3M | +3.2% | -6.4% | +9.6% | +5.1% |
| 6M | +10.2% | +15.0% | -4.8% | +5.3% |
| YTD | +18.9% | +30.5% | -11.6% | +9.1% |
| 1Y | +29.3% | +35.7% | -6.3% | +16.9% |
| 3Y | +76.8% | +68.4% | +8.4% | +47.1% |
| 5Y | +61.2% | +73.1% | -11.9% | +29.8% |
| 10Y | +163.3% | +92.7% | +70.6% | +88.9% |
| All | +173.7% | +96.3% | +77.4% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling