+735.5%
VGT vs HST
+143.8%
+591.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | -10.1% | +13.4% | -23.5% | -13.8% |
| 3M | -5.3% | +16.7% | -22.0% | -10.1% |
| 6M | +0.2% | +24.0% | -23.8% | -7.2% |
| YTD | +21.1% | +54.0% | -32.9% | +4.0% |
| 1Y | +18.2% | +55.0% | -36.9% | +1.1% |
| 3Y | +107.4% | +89.3% | +18.1% | +64.1% |
| 5Y | +111.5% | +85.4% | +26.1% | +66.5% |
| 10Y | +735.5% | +137.1% | +598.4% | +531.2% |
| All | +735.5% | +143.8% | +591.7% | +531.2% |
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