+82.3%
HST vs VICR
-1.1%
+83.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | +3.6% | +8.3% | -4.7% | +2.6% |
| 30D | +11.2% | -35.2% | +46.4% | +15.5% |
| 3M | +13.1% | -29.8% | +42.9% | +15.4% |
| 6M | +23.9% | -48.6% | +72.5% | +28.8% |
| YTD | +52.3% | +45.1% | +7.2% | +35.2% |
| 1Y | +56.7% | +79.6% | -22.9% | +35.0% |
| 3Y | +87.5% | +335.4% | -247.9% | +34.2% |
| All | +82.3% | -1.1% | +83.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling