+16.2%
VWO vs HST
+37.1%
-20.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -0.3% | -0.7% | +0.4% | -0.2% |
| 3M | +4.0% | -4.0% | +8.0% | +4.4% |
| 6M | +8.1% | +20.7% | -12.6% | +1.8% |
| YTD | +11.6% | +31.0% | -19.4% | +3.9% |
| 1Y | +16.2% | +36.2% | -20.0% | +5.4% |
| All | +16.2% | +37.1% | -20.9% | +5.4% |
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