+28.9%
VCIT vs HST
+142.8%
-113.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +1.9% | +10.7% | -8.8% | +1.6% |
| 3M | -1.4% | +6.3% | -7.7% | -1.6% |
| 6M | -2.1% | +19.0% | -21.1% | -2.7% |
| YTD | -1.6% | +47.0% | -48.7% | -2.8% |
| 1Y | -0.9% | +53.4% | -54.4% | -2.3% |
| 3Y | +20.0% | +78.0% | -58.0% | +17.6% |
| 5Y | +3.1% | +71.7% | -68.5% | +1.0% |
| All | +28.9% | +142.8% | -113.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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