+213.0%
VT vs HST
+142.9%
+70.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -2.4% |
| 7D | -4.2% | -4.2% | 0.0% | -2.9% |
| 30D | -5.8% | +9.6% | -15.4% | -8.4% |
| 3M | -5.2% | -1.1% | -4.1% | -5.1% |
| 6M | +0.1% | +21.1% | -21.0% | -5.9% |
| YTD | +8.2% | +47.1% | -38.9% | -4.3% |
| 1Y | +10.1% | +64.0% | -53.9% | -6.0% |
| 3Y | +69.7% | +77.1% | -7.5% | +39.5% |
| 5Y | +53.4% | +71.8% | -18.4% | +24.6% |
| All | +213.0% | +142.9% | +70.0% | +130.0% |
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