+109.0%
HST vs VTRS
-48.4%
+157.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.6% |
| 30D | -2.5% | +3.3% | -5.8% | -3.5% |
| 3M | -5.1% | +2.0% | -7.1% | -5.9% |
| 6M | +21.6% | +19.9% | +1.7% | +14.0% |
| YTD | +31.6% | +35.7% | -4.1% | +18.1% |
| 1Y | +36.1% | +68.1% | -32.0% | +13.2% |
| 3Y | +66.5% | +87.1% | -20.6% | +29.6% |
| 5Y | +76.6% | +47.6% | +28.9% | +44.4% |
| All | +109.0% | -48.4% | +157.4% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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