+99.8%
HST vs VSAT
+3.3%
+96.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.5% |
| 7D | +2.0% | +17.3% | -15.3% | -0.9% |
| 30D | -5.2% | -3.3% | -2.0% | -4.9% |
| 3M | -6.2% | +18.7% | -25.0% | -11.2% |
| 6M | +20.4% | +77.6% | -57.1% | +4.0% |
| YTD | +30.6% | +125.6% | -95.0% | +6.4% |
| 1Y | +37.4% | +158.3% | -120.9% | +6.7% |
| 3Y | +66.1% | +226.1% | -160.0% | +5.0% |
| 5Y | +73.7% | +54.7% | +19.0% | +24.7% |
| 10Y | +99.8% | +3.5% | +96.3% | +40.9% |
| All | +99.8% | +3.3% | +96.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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