+183.8%
VXUS vs HST
+112.0%
+71.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | -1.0% | +2.0% | +1.4% |
| 30D | +2.2% | -12.3% | +14.5% | +6.5% |
| 3M | +3.0% | -6.4% | +9.3% | +4.9% |
| 6M | +10.7% | +15.0% | -4.4% | +5.2% |
| YTD | +17.8% | +30.5% | -12.7% | +7.3% |
| 1Y | +27.6% | +35.7% | -8.1% | +14.3% |
| 3Y | +73.3% | +68.4% | +4.9% | +41.8% |
| 5Y | +54.3% | +73.1% | -18.8% | +21.4% |
| 10Y | +149.8% | +92.7% | +57.1% | +70.0% |
| All | +183.8% | +112.0% | +71.8% | +64.7% |
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 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