+108.1%
HST vs VCLT
+17.0%
+91.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | +0.7% | -1.3% | +2.0% | +1.3% |
| 30D | -0.7% | -1.1% | +0.4% | -0.2% |
| 3M | -4.0% | -3.7% | -0.3% | -2.3% |
| 6M | +20.7% | -4.0% | +24.7% | +23.0% |
| YTD | +31.0% | -3.4% | +34.4% | +33.2% |
| 1Y | +36.2% | -4.1% | +40.4% | +39.0% |
| 3Y | +66.6% | +11.0% | +55.7% | +59.5% |
| 5Y | +75.8% | -17.0% | +92.8% | +84.4% |
| All | +108.1% | +17.0% | +91.1% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling