-98.9%
HSCS vs VT
+95.5%
-194.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.1% | -9.8% | -11.4% |
| 7D | -26.0% | -4.2% | -21.9% | -23.8% |
| 30D | -29.2% | -5.8% | -23.4% | -26.3% |
| 3M | +17.1% | -5.2% | +22.4% | +21.8% |
| 6M | +31.5% | +0.1% | +31.4% | +31.7% |
| YTD | -13.6% | +8.2% | -21.8% | -18.0% |
| 1Y | -8.1% | +10.1% | -18.2% | -13.6% |
| 3Y | -88.4% | +69.7% | -158.1% | -90.7% |
| All | -98.9% | +95.5% | -194.4% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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