+22.7%
VWO vs HST
+38.1%
-15.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +2.4% | -12.3% | +14.6% | +5.5% |
| 3M | +2.0% | -6.4% | +8.4% | +3.1% |
| 6M | +10.7% | +15.0% | -4.3% | +5.1% |
| YTD | +14.4% | +30.5% | -16.1% | +6.8% |
| 1Y | +22.7% | +35.7% | -13.0% | +11.5% |
| All | +22.7% | +38.1% | -15.4% | +11.5% |
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 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