+76.9%
VT vs HST
+87.8%
-10.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | -1.4% | +16.4% | -17.8% | -6.2% |
| 3M | -1.4% | +5.5% | -6.9% | -3.3% |
| 6M | +5.5% | +31.1% | -25.7% | -4.2% |
| YTD | +12.8% | +55.9% | -43.1% | -3.6% |
| 1Y | +15.4% | +75.6% | -60.2% | -5.7% |
| All | +76.9% | +87.8% | -10.9% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling