+122.6%
HST vs VCLT
+22.0%
+100.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +3.6% | -1.9% | +5.5% | +4.5% |
| 30D | +9.9% | +1.4% | +8.5% | +9.2% |
| 3M | +12.9% | -1.8% | +14.7% | +13.8% |
| 6M | +22.9% | -3.9% | +26.8% | +25.1% |
| YTD | +52.4% | -3.9% | +56.3% | +55.3% |
| 1Y | +52.5% | -4.7% | +57.3% | +56.0% |
| 3Y | +87.4% | +14.1% | +73.4% | +77.4% |
| 5Y | +82.9% | -16.6% | +99.6% | +91.9% |
| All | +122.6% | +22.0% | +100.5% | +116.7% |
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