+2,267.4%
VGT vs HST
+272.0%
+1,995.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +1.3% | -12.3% | +13.6% | +5.2% |
| 3M | -1.1% | -6.4% | +5.2% | +0.5% |
| 6M | +32.6% | +15.0% | +17.6% | +26.6% |
| YTD | +29.0% | +30.5% | -1.5% | +18.3% |
| 1Y | +39.7% | +35.7% | +4.0% | +26.2% |
| 3Y | +120.9% | +68.4% | +52.5% | +85.7% |
| 5Y | +133.6% | +73.1% | +60.4% | +92.5% |
| 10Y | +792.6% | +92.7% | +699.8% | +562.5% |
| All | +2,267.4% | +272.0% | +1,995.3% | +1,075.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling