+294.7%
VWO vs HST
+226.3%
+68.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.0% | +3.6% | -1.6% | +0.7% |
| 30D | -4.3% | +11.2% | -15.5% | -8.0% |
| 3M | -6.4% | +13.1% | -19.5% | -10.6% |
| 6M | -5.6% | +23.9% | -29.6% | -13.1% |
| YTD | +5.2% | +52.3% | -47.1% | -10.3% |
| 1Y | +5.2% | +56.7% | -51.5% | -11.4% |
| 3Y | +55.5% | +87.5% | -32.0% | +20.0% |
| 5Y | +25.6% | +82.8% | -57.2% | -5.7% |
| 10Y | +110.8% | +134.6% | -23.8% | +28.4% |
| All | +294.7% | +226.3% | +68.3% | +61.2% |
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