+1.9%
VUG vs HST
+55.2%
-53.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -8.9% | +14.5% | -23.3% | -11.3% |
| 3M | -5.9% | +15.4% | -21.3% | -8.7% |
| 6M | -3.3% | +22.0% | -25.3% | -8.3% |
| YTD | +3.4% | +54.9% | -51.4% | -7.3% |
| 1Y | +1.9% | +54.0% | -52.1% | -8.7% |
| All | +1.9% | +55.2% | -53.4% | -8.7% |
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 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