+95.9%
VCIT vs HST
+363.4%
-267.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +0.4% | +3.3% | -2.9% | +0.4% |
| 30D | +2.2% | +16.4% | -14.2% | +1.9% |
| 3M | -1.8% | +5.5% | -7.3% | -1.9% |
| 6M | -1.6% | +31.1% | -32.8% | -2.1% |
| YTD | -1.7% | +55.9% | -57.7% | -2.4% |
| 1Y | -0.8% | +75.6% | -76.5% | -1.7% |
| 3Y | +19.3% | +87.8% | -68.5% | +18.0% |
| 5Y | +3.5% | +86.6% | -83.1% | +2.4% |
| 10Y | +28.6% | +161.1% | -132.5% | +26.7% |
| All | +95.9% | +363.4% | -267.5% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling