+56.7%
HST vs VFC
+37.3%
+19.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.8% |
| 7D | +3.6% | +1.6% | +2.0% | +3.2% |
| 30D | +11.2% | +25.5% | -14.3% | +5.7% |
| 3M | +13.1% | +41.3% | -28.2% | +4.6% |
| 6M | +23.9% | +22.2% | +1.7% | +16.9% |
| YTD | +52.3% | +16.4% | +35.9% | +44.2% |
| 1Y | +56.7% | +38.4% | +18.3% | +39.8% |
| All | +56.7% | +37.3% | +19.3% | +39.8% |
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