+73.9%
HST vs VICR
+46.6%
+27.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | -2.8% | -11.9% | +9.2% | -1.7% |
| 3M | -6.5% | -35.1% | +28.7% | -3.2% |
| 6M | +20.7% | +8.1% | +12.6% | +14.6% |
| YTD | +30.5% | +67.8% | -37.3% | +15.9% |
| 1Y | +36.8% | +267.3% | -230.5% | +7.5% |
| 3Y | +65.9% | +191.2% | -125.3% | +27.6% |
| 5Y | +73.9% | +48.1% | +25.8% | +31.4% |
| All | +73.9% | +46.6% | +27.3% | +31.4% |
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 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