-12.5%
VG vs HST
+30.3%
-42.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.3% | -9.0% | -6.6% |
| 7D | -16.4% | +3.3% | -19.7% | -13.8% |
| 30D | -10.8% | +16.4% | -27.1% | +1.8% |
| 3M | -6.3% | +5.5% | -11.8% | -3.7% |
| 6M | -12.5% | +31.1% | -43.6% | +27.0% |
| All | -12.5% | +30.3% | -42.8% | +27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling