+93.5%
HST vs VLTO
+56.4%
+37.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | +11.2% | +17.5% | -6.3% | +4.3% |
| 3M | +13.1% | +21.4% | -8.3% | +4.6% |
| 6M | +23.9% | +38.1% | -14.2% | +7.9% |
| YTD | +52.3% | +19.0% | +33.3% | +41.3% |
| 1Y | +56.7% | +20.7% | +36.0% | +44.2% |
| 3Y | +87.5% | +64.3% | +23.2% | +55.5% |
| All | +93.5% | +56.4% | +37.2% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling