+1,698.8%
HST vs VICR
+12,032.4%
-10,333.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.8% |
| 7D | -1.0% | +0.4% | -1.5% | -1.2% |
| 30D | -12.3% | -13.9% | +1.7% | -10.2% |
| 3M | -6.4% | -38.4% | +32.0% | -0.2% |
| 6M | +15.0% | -7.2% | +22.2% | +9.7% |
| YTD | +30.5% | +72.0% | -41.5% | +9.2% |
| 1Y | +35.7% | +263.3% | -227.6% | -3.9% |
| 3Y | +68.4% | +173.3% | -104.9% | +16.9% |
| 5Y | +73.1% | +47.3% | +25.8% | +23.4% |
| 10Y | +92.7% | +1,495.2% | -1,402.4% | -24.7% |
| All | +1,698.8% | +12,032.4% | -10,333.7% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling