+107.0%
HST vs VRSN
+285.8%
-178.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | -2.8% | -1.9% | -0.9% | -2.3% |
| 3M | -6.5% | +1.4% | -7.8% | -7.4% |
| 6M | +20.7% | +19.0% | +1.7% | +12.0% |
| YTD | +30.5% | +19.2% | +11.2% | +20.4% |
| 1Y | +36.8% | +1.7% | +35.1% | +33.9% |
| 3Y | +65.9% | +41.4% | +24.5% | +39.9% |
| 5Y | +73.9% | +31.7% | +42.2% | +48.0% |
| 10Y | +107.0% | +290.3% | -183.2% | +39.2% |
| All | +107.0% | +285.8% | -178.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling