+1,330.6%
HST vs VFC
+845.1%
+485.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.8% |
| 7D | -1.0% | -1.6% | +0.6% | -0.3% |
| 30D | -12.3% | -11.6% | -0.6% | -7.3% |
| 3M | -6.4% | -18.1% | +11.7% | +0.5% |
| 6M | +15.0% | -27.4% | +42.4% | +28.8% |
| YTD | +30.5% | -24.8% | +55.3% | +43.1% |
| 1Y | +35.7% | -8.2% | +43.9% | +32.8% |
| 3Y | +68.4% | -29.1% | +97.5% | +48.7% |
| 5Y | +73.1% | -79.2% | +152.3% | +178.6% |
| 10Y | +92.7% | -68.1% | +160.8% | +133.4% |
| All | +1,330.6% | +845.1% | +485.5% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling