+1,155.8%
VUG vs HST
+319.1%
+836.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -2.7% | -0.7% | -2.6% |
| 30D | -11.1% | +10.7% | -21.8% | -13.7% |
| 3M | -7.2% | +6.3% | -13.5% | -8.9% |
| 6M | -4.1% | +19.0% | -23.1% | -9.1% |
| YTD | +1.4% | +47.0% | -45.6% | -9.7% |
| 1Y | +1.9% | +53.4% | -51.5% | -10.5% |
| 3Y | +77.7% | +78.0% | -0.3% | +48.2% |
| 5Y | +57.6% | +71.7% | -14.1% | +31.0% |
| 10Y | +398.6% | +146.2% | +252.4% | +248.8% |
| All | +1,155.8% | +319.1% | +836.7% | +530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling