+35.7%
HST vs VICR
+272.1%
-236.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.1% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | -12.3% | -13.9% | +1.7% | -11.9% |
| 3M | -6.4% | -38.4% | +32.0% | -4.8% |
| 6M | +15.0% | -7.2% | +22.2% | +12.2% |
| YTD | +30.5% | +72.0% | -41.5% | +24.8% |
| 1Y | +35.7% | +263.3% | -227.6% | +24.4% |
| All | +35.7% | +272.1% | -236.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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