+254.2%
HD vs VST
+1,112.0%
-857.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.6% | -12.4% | -3.3% |
| 7D | +4.3% | -9.8% | +14.1% | +5.4% |
| 30D | +20.2% | -25.1% | +45.3% | +24.5% |
| 3M | -1.0% | -11.6% | +10.6% | -0.3% |
| 6M | +7.9% | -20.9% | +28.8% | +9.9% |
| YTD | +2.0% | -22.3% | +24.3% | +3.3% |
| 1Y | -4.3% | -32.0% | +27.7% | -1.1% |
| 3Y | +25.9% | +262.4% | -236.5% | -20.2% |
| 5Y | +5.8% | +563.4% | -557.5% | -44.2% |
| All | +254.2% | +1,112.0% | -857.8% | +67.2% |
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