+36.8%
HST vs VMC
-15.3%
+52.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +0.9% |
| 7D | -0.3% | -5.3% | +5.0% | +1.4% |
| 30D | -2.8% | -12.3% | +9.5% | +1.2% |
| 3M | -6.5% | -10.3% | +3.8% | -3.5% |
| 6M | +20.7% | -8.6% | +29.3% | +23.4% |
| YTD | +30.5% | -11.9% | +42.3% | +32.8% |
| 1Y | +36.8% | -13.9% | +50.7% | +39.8% |
| All | +36.8% | -15.3% | +52.1% | +39.8% |
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