+35.2%
VWO vs HST
+75.9%
-40.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +0.9% | -2.8% | +3.7% | +1.6% |
| 3M | +4.3% | -6.5% | +10.7% | +5.9% |
| 6M | +10.5% | +20.7% | -10.2% | +4.6% |
| YTD | +13.4% | +30.5% | -17.1% | +4.9% |
| 1Y | +18.6% | +36.8% | -18.2% | +8.0% |
| 3Y | +65.8% | +65.9% | -0.1% | +40.4% |
| 5Y | +35.2% | +73.9% | -38.7% | +10.7% |
| All | +35.2% | +75.9% | -40.7% | +10.7% |
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