+248.6%
HD vs VST
+1,139.0%
-890.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +1.5% | +6.6% | -5.1% | +0.6% |
| 30D | +18.0% | -12.4% | +30.4% | +19.5% |
| 3M | +2.8% | -9.0% | +11.8% | +3.2% |
| 6M | +17.0% | -6.4% | +23.4% | +16.1% |
| YTD | +3.5% | -17.2% | +20.7% | +4.0% |
| 1Y | -2.6% | -22.0% | +19.4% | -1.5% |
| 3Y | +30.7% | +296.7% | -265.9% | -18.4% |
| 5Y | +6.2% | +637.6% | -631.4% | -45.1% |
| All | +248.6% | +1,139.0% | -890.5% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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