+1,330.6%
HST vs VMC
+3,246.6%
-1,916.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -1.0% | -4.3% | +3.3% | +1.4% |
| 30D | -12.3% | -8.2% | -4.0% | -8.2% |
| 3M | -6.4% | -7.0% | +0.7% | -3.3% |
| 6M | +15.0% | -10.8% | +25.8% | +21.1% |
| YTD | +30.5% | -7.4% | +37.9% | +33.8% |
| 1Y | +35.7% | -9.5% | +45.2% | +40.4% |
| 3Y | +68.4% | +20.5% | +47.9% | +45.6% |
| 5Y | +73.1% | +51.6% | +21.6% | +30.3% |
| 10Y | +92.7% | +150.0% | -57.3% | +1.5% |
| All | +1,330.6% | +3,246.6% | -1,916.0% | +140.8% |
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 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