+158.0%
VEA vs HST
+132.9%
+25.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.2% | +0.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -1.4% | +14.5% | -15.9% | -5.5% |
| 3M | -4.1% | +15.4% | -19.5% | -8.4% |
| 6M | -1.3% | +22.0% | -23.3% | -7.5% |
| YTD | +12.1% | +54.9% | -42.8% | -2.6% |
| 1Y | +16.1% | +54.0% | -37.9% | +1.0% |
| 3Y | +73.0% | +90.4% | -17.4% | +38.7% |
| 5Y | +55.1% | +84.2% | -29.1% | +22.6% |
| 10Y | +156.9% | +144.6% | +12.3% | +71.2% |
| All | +158.0% | +132.9% | +25.1% | +40.9% |
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