+52.5%
HST vs VMC
-4.3%
+56.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +3.6% | -1.7% | +5.3% | +4.2% |
| 30D | +9.9% | +15.3% | -5.4% | +4.7% |
| 3M | +12.9% | +0.3% | +12.6% | +12.5% |
| 6M | +22.9% | +0.9% | +22.0% | +21.6% |
| YTD | +52.4% | -1.0% | +53.4% | +47.2% |
| 1Y | +52.5% | -4.3% | +56.9% | +49.4% |
| All | +52.5% | -4.3% | +56.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling