+396.2%
VUG vs HST
+143.2%
+253.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -8.9% | +14.5% | -23.3% | -12.6% |
| 3M | -5.9% | +15.4% | -21.3% | -10.1% |
| 6M | -3.3% | +22.0% | -25.3% | -9.4% |
| YTD | +3.4% | +54.9% | -51.4% | -10.3% |
| 1Y | +1.9% | +54.0% | -52.1% | -11.6% |
| 3Y | +76.9% | +90.4% | -13.5% | +41.9% |
| 5Y | +63.9% | +84.2% | -20.4% | +31.1% |
| 10Y | +396.2% | +144.6% | +251.6% | +275.9% |
| All | +396.2% | +143.2% | +253.0% | +275.9% |
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