+75.6%
HST vs VICR
+76.0%
-0.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.1% | +12.4% | +1.6% |
| 7D | +3.3% | -26.6% | +29.9% | +4.3% |
| 30D | +16.4% | -47.9% | +64.3% | +18.6% |
| 3M | +5.5% | -29.8% | +35.2% | +6.0% |
| 6M | +31.1% | -36.6% | +67.8% | +31.1% |
| YTD | +55.9% | +45.1% | +10.8% | +49.3% |
| 1Y | +75.6% | +80.0% | -4.4% | +68.8% |
| All | +75.6% | +76.0% | -0.4% | +68.8% |
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