+50.0%
VG vs HST
+57.3%
-7.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -22.0% | -2.7% | -19.4% | -22.6% |
| 30D | -11.6% | +10.7% | -22.3% | -7.7% |
| 3M | -14.9% | +6.3% | -21.1% | -12.5% |
| 6M | -3.5% | +19.0% | -22.5% | +1.3% |
| YTD | +70.0% | +47.0% | +22.9% | +63.7% |
| 1Y | +50.0% | +53.4% | -3.5% | +39.0% |
| All | +50.0% | +57.3% | -7.3% | +39.0% |
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