+359.2%
VT vs HST
+229.2%
+130.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.6% | +2.2% | -3.8% | -2.3% |
| 30D | -2.5% | +14.3% | -16.8% | -6.5% |
| 3M | -1.3% | +3.7% | -5.0% | -2.6% |
| 6M | +3.1% | +27.8% | -24.7% | -4.8% |
| YTD | +10.9% | +54.0% | -43.0% | -3.5% |
| 1Y | +12.1% | +72.5% | -60.5% | -6.1% |
| 3Y | +73.9% | +85.4% | -11.5% | +40.8% |
| 5Y | +58.0% | +85.5% | -27.6% | +25.0% |
| 10Y | +225.5% | +163.5% | +61.9% | +113.6% |
| All | +359.2% | +229.2% | +130.0% | +125.7% |
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