+1,998.9%
HST vs VICR
+10,134.2%
-8,135.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.6% |
| 7D | +3.6% | +8.3% | -4.7% | +1.9% |
| 30D | +11.2% | -35.2% | +46.4% | +18.7% |
| 3M | +13.1% | -29.8% | +42.9% | +16.9% |
| 6M | +23.9% | -48.6% | +72.5% | +31.7% |
| YTD | +52.3% | +45.1% | +7.2% | +27.9% |
| 1Y | +56.7% | +79.6% | -22.9% | +26.0% |
| 3Y | +87.5% | +335.4% | -247.9% | +16.2% |
| 5Y | +82.8% | -1.0% | +83.8% | +37.3% |
| 10Y | +134.6% | +993.1% | -858.6% | -3.7% |
| All | +1,998.9% | +10,134.2% | -8,135.3% | +399.3% |
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