+1,587.7%
HST vs VMC
+3,530.3%
-1,942.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -1.3% | -4.3% | +3.0% | +1.2% |
| 30D | +13.4% | +16.2% | -2.8% | +4.3% |
| 3M | +16.7% | -0.8% | +17.5% | +16.8% |
| 6M | +24.0% | +1.2% | +22.8% | +21.9% |
| YTD | +54.0% | +0.5% | +53.5% | +50.6% |
| 1Y | +55.0% | -2.9% | +57.9% | +54.4% |
| 3Y | +89.3% | +37.3% | +52.0% | +52.4% |
| 5Y | +85.4% | +48.8% | +36.6% | +41.3% |
| 10Y | +137.1% | +131.4% | +5.7% | +31.2% |
| All | +1,587.7% | +3,530.3% | -1,942.7% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling