+812.9%
VGT vs HST
+101.1%
+711.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +0.5% | -2.8% | +3.3% | +1.4% |
| 3M | +5.3% | -6.5% | +11.7% | +7.3% |
| 6M | +32.4% | +20.7% | +11.7% | +23.7% |
| YTD | +28.6% | +30.5% | -1.9% | +16.8% |
| 1Y | +37.6% | +36.8% | +0.9% | +22.6% |
| 3Y | +125.5% | +65.9% | +59.6% | +86.4% |
| 5Y | +135.2% | +73.9% | +61.3% | +90.4% |
| 10Y | +812.9% | +107.0% | +705.9% | +595.4% |
| All | +812.9% | +101.1% | +711.8% | +595.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling