+221.1%
HD vs VST
+1,175.7%
-954.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.4% |
| 7D | -2.1% | +8.9% | -11.0% | -3.4% |
| 30D | -8.4% | +6.2% | -14.6% | -9.3% |
| 3M | +4.3% | -2.7% | +7.1% | +4.3% |
| 6M | -11.1% | -8.4% | -2.8% | -10.8% |
| YTD | -4.7% | -7.2% | +2.5% | -5.0% |
| 1Y | -19.8% | -20.9% | +1.1% | -18.6% |
| 3Y | +4.1% | +384.0% | -379.9% | -36.8% |
| 5Y | +10.3% | +757.1% | -746.7% | -43.8% |
| All | +221.1% | +1,175.7% | -954.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling