+65.9%
HST vs VLTO
+27.2%
+38.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | -1.0% | -2.3% | +1.3% | -0.1% |
| 30D | -12.3% | -0.9% | -11.4% | -12.0% |
| 3M | -6.4% | +13.8% | -20.2% | -11.8% |
| 6M | +15.0% | +2.0% | +13.0% | +13.6% |
| YTD | +30.5% | -3.2% | +33.7% | +31.6% |
| 1Y | +35.7% | -9.2% | +44.8% | +40.9% |
| All | +65.9% | +27.2% | +38.7% | +51.7% |
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