+294.5%
VTI vs HST
+109.4%
+185.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -1.9% | -0.7% | -1.3% | -1.8% |
| 3M | +4.5% | -4.0% | +8.6% | +5.6% |
| 6M | +12.6% | +20.7% | -8.1% | +5.4% |
| YTD | +12.0% | +31.0% | -19.0% | +1.9% |
| 1Y | +17.3% | +36.2% | -18.9% | +5.1% |
| 3Y | +75.3% | +66.6% | +8.7% | +45.3% |
| 5Y | +74.0% | +75.8% | -1.8% | +39.4% |
| All | +294.5% | +109.4% | +185.1% | +188.4% |
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 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