+228.8%
VTV vs HST
+133.7%
+95.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.9% | +3.6% | -0.7% | +1.8% |
| 30D | +3.8% | +11.2% | -7.4% | +0.4% |
| 3M | +1.6% | +13.1% | -11.5% | -2.3% |
| 6M | +11.2% | +23.9% | -12.7% | +3.7% |
| YTD | +22.0% | +52.3% | -30.3% | +6.4% |
| 1Y | +24.9% | +56.7% | -31.8% | +7.9% |
| 3Y | +78.5% | +87.5% | -9.1% | +43.5% |
| 5Y | +77.8% | +82.8% | -5.0% | +40.0% |
| All | +228.8% | +133.7% | +95.1% | +130.4% |
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