+1,331.9%
HST vs VTRS
+557.1%
+774.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -5.2% | +1.9% | -7.1% | -5.8% |
| 3M | -6.2% | +5.1% | -11.3% | -7.7% |
| 6M | +20.4% | +20.1% | +0.4% | +14.0% |
| YTD | +30.6% | +36.6% | -5.9% | +19.0% |
| 1Y | +37.4% | +64.1% | -26.8% | +18.4% |
| 3Y | +66.1% | +86.4% | -20.2% | +35.7% |
| 5Y | +73.7% | +40.9% | +32.8% | +50.1% |
| 10Y | +99.8% | -48.7% | +148.5% | +108.7% |
| All | +1,331.9% | +557.1% | +774.8% | +562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling