+160.2%
VXUS vs HST
+138.9%
+21.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -1.8% | -2.7% | +0.9% | -0.9% |
| 30D | -4.6% | +10.7% | -15.3% | -7.8% |
| 3M | -6.1% | +6.3% | -12.3% | -8.1% |
| 6M | -4.9% | +19.0% | -23.9% | -10.6% |
| YTD | +8.1% | +47.0% | -39.0% | -5.5% |
| 1Y | +12.1% | +53.4% | -41.4% | -3.4% |
| 3Y | +63.9% | +78.0% | -14.1% | +31.8% |
| 5Y | +43.1% | +71.7% | -28.6% | +13.1% |
| 10Y | +139.2% | +146.2% | -7.0% | +47.8% |
| All | +160.2% | +138.9% | +21.3% | +45.1% |
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 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