+88.7%
VUG vs HST
+67.0%
+21.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | -1.0% | +0.9% | +0.3% |
| 30D | -0.3% | -12.3% | +11.9% | +4.3% |
| 3M | -0.7% | -6.4% | +5.7% | +1.3% |
| 6M | +14.6% | +15.0% | -0.4% | +7.6% |
| YTD | +9.0% | +30.5% | -21.5% | -2.8% |
| 1Y | +14.9% | +35.7% | -20.8% | +0.5% |
| All | +88.7% | +67.0% | +21.7% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling