+62.5%
VUG vs HST
+82.3%
-19.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.5% | +3.6% | -1.1% | +1.0% |
| 30D | -6.3% | +11.2% | -17.5% | -10.3% |
| 3M | -6.0% | +13.1% | -19.1% | -10.8% |
| 6M | -3.5% | +23.9% | -27.5% | -12.4% |
| YTD | +3.9% | +52.3% | -48.4% | -13.9% |
| 1Y | +5.1% | +56.7% | -51.6% | -14.1% |
| 3Y | +77.9% | +87.5% | -9.6% | +30.4% |
| All | +62.5% | +82.3% | -19.8% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling