+2,110.3%
VGT vs HST
+334.5%
+1,775.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | +5.6% | +3.6% | +2.0% | +4.5% |
| 30D | -10.6% | +9.9% | -20.5% | -13.1% |
| 3M | -6.9% | +12.9% | -19.8% | -10.3% |
| 6M | +0.9% | +22.9% | -21.9% | -5.5% |
| YTD | +20.4% | +52.4% | -32.0% | +5.4% |
| 1Y | +17.4% | +52.5% | -35.2% | +2.6% |
| 3Y | +106.3% | +87.4% | +18.8% | +68.0% |
| 5Y | +107.9% | +82.9% | +24.9% | +68.4% |
| 10Y | +730.9% | +134.8% | +596.2% | +481.8% |
| All | +2,110.3% | +334.5% | +1,775.8% | +946.7% |
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