+107.2%
HST vs VCLT
+18.4%
+88.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.8% | +0.1% | -2.9% | -2.8% |
| 3M | -6.5% | -2.9% | -3.6% | -5.2% |
| 6M | +20.7% | -4.0% | +24.7% | +23.0% |
| YTD | +30.5% | -2.2% | +32.7% | +31.9% |
| 1Y | +36.8% | -2.6% | +39.4% | +38.5% |
| 3Y | +65.9% | +12.3% | +53.6% | +57.9% |
| 5Y | +73.9% | -16.4% | +90.3% | +81.8% |
| All | +107.2% | +18.4% | +88.8% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling