+213.7%
VT vs HST
+142.8%
+70.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -2.3% | -2.7% | +0.4% | -1.5% |
| 30D | -5.0% | +10.7% | -15.7% | -7.9% |
| 3M | -4.9% | +6.3% | -11.1% | -6.7% |
| 6M | -1.5% | +19.0% | -20.5% | -7.0% |
| YTD | +8.5% | +47.0% | -38.5% | -4.1% |
| 1Y | +11.4% | +53.4% | -42.1% | -2.9% |
| 3Y | +70.1% | +78.0% | -7.9% | +39.7% |
| 5Y | +53.7% | +71.7% | -18.0% | +24.9% |
| All | +213.7% | +142.8% | +70.8% | +130.6% |
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