+12.8%
VG vs HST
+38.1%
-25.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.7% | -1.0% | +2.7% | +1.5% |
| 30D | +16.0% | -12.3% | +28.3% | +13.0% |
| 3M | +9.7% | -6.4% | +16.1% | +7.5% |
| 6M | +29.6% | +15.0% | +14.6% | +25.5% |
| YTD | +112.0% | +30.5% | +81.5% | +86.5% |
| 1Y | +12.8% | +35.7% | -22.9% | -2.8% |
| All | +12.8% | +38.1% | -25.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling