+15.4%
VT vs HST
+76.4%
-61.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -0.3% | +3.3% | -3.6% | -1.0% |
| 30D | -1.4% | +16.4% | -17.8% | -4.7% |
| 3M | -1.4% | +5.5% | -6.9% | -2.7% |
| 6M | +5.5% | +31.1% | -25.7% | -1.9% |
| YTD | +12.8% | +55.9% | -43.1% | +1.5% |
| 1Y | +15.4% | +75.6% | -60.2% | +2.4% |
| All | +15.4% | +76.4% | -61.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling