+75.6%
HST vs VFC
+52.5%
+23.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | +0.4% |
| 7D | +3.3% | +21.5% | -18.2% | -0.8% |
| 30D | +16.4% | +46.7% | -30.3% | +7.4% |
| 3M | +5.5% | +38.4% | -32.9% | -1.5% |
| 6M | +31.1% | +15.2% | +15.9% | +26.0% |
| YTD | +55.9% | +17.8% | +38.1% | +48.6% |
| 1Y | +75.6% | +55.6% | +20.0% | +59.8% |
| All | +75.6% | +52.5% | +23.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling