+5.2%
VUG vs HST
+76.4%
-71.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.3% |
| 7D | -3.0% | +3.3% | -6.3% | -3.6% |
| 30D | -6.4% | +16.4% | -22.8% | -8.9% |
| 3M | -3.2% | +5.5% | -8.7% | -4.2% |
| 6M | +3.1% | +31.1% | -28.0% | -2.8% |
| YTD | +6.3% | +55.9% | -49.6% | -2.0% |
| 1Y | +5.2% | +75.6% | -70.4% | -4.1% |
| All | +5.2% | +76.4% | -71.2% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling