+86.9%
HST vs VLTO
+54.1%
+32.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -4.2% | +12.0% | -16.2% | -8.4% |
| 30D | +9.6% | +20.8% | -11.3% | +1.5% |
| 3M | -1.1% | +20.1% | -21.2% | -8.3% |
| 6M | +21.1% | +32.6% | -11.5% | +7.2% |
| YTD | +47.1% | +17.3% | +29.8% | +37.3% |
| 1Y | +64.0% | +17.3% | +46.7% | +52.8% |
| 3Y | +77.1% | +66.9% | +10.2% | +46.2% |
| All | +86.9% | +54.1% | +32.8% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling