+142.2%
VXUS vs HST
+143.2%
-1.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -2.5% | +14.5% | -17.0% | -6.2% |
| 3M | -4.6% | +15.4% | -20.0% | -8.4% |
| 6M | -2.6% | +22.0% | -24.6% | -8.2% |
| YTD | +10.4% | +54.9% | -44.5% | -2.7% |
| 1Y | +12.9% | +54.0% | -41.1% | -0.5% |
| 3Y | +68.4% | +90.4% | -22.1% | +37.9% |
| 5Y | +47.7% | +84.2% | -36.6% | +19.4% |
| 10Y | +142.2% | +144.6% | -2.4% | +78.1% |
| All | +142.2% | +143.2% | -1.0% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling