+3.8%
VCIT vs HST
+82.0%
-78.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -0.8% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +1.1% | +14.5% | -13.4% | +0.4% |
| 3M | -1.4% | +15.4% | -16.8% | -2.1% |
| 6M | -2.3% | +22.0% | -24.3% | -3.3% |
| YTD | -1.8% | +54.9% | -56.7% | -4.0% |
| 1Y | -1.0% | +54.0% | -55.0% | -3.2% |
| 3Y | +19.3% | +90.4% | -71.2% | +15.1% |
| 5Y | +3.8% | +84.2% | -80.4% | +0.1% |
| All | +3.8% | +82.0% | -78.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling