+1,511.7%
HST vs VFC
+1,340.0%
+171.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -2.7% | +11.2% | -13.9% | -7.3% |
| 30D | +10.7% | +41.5% | -30.8% | -5.6% |
| 3M | +6.3% | +38.9% | -32.7% | -9.0% |
| 6M | +19.0% | +6.1% | +12.8% | +12.8% |
| YTD | +47.0% | +14.5% | +32.5% | +32.7% |
| 1Y | +53.4% | +46.0% | +7.5% | +23.0% |
| 3Y | +78.0% | +36.4% | +41.6% | +18.5% |
| 5Y | +71.7% | -67.5% | +139.2% | +125.8% |
| 10Y | +146.2% | -45.8% | +192.0% | +132.0% |
| All | +1,511.7% | +1,340.0% | +171.7% | +258.2% |
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