+96.3%
VCIT vs HST
+337.1%
-240.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.3% |
| 7D | +0.5% | -4.2% | +4.6% | +0.5% |
| 30D | +2.1% | +9.6% | -7.5% | +1.9% |
| 3M | -1.6% | -1.1% | -0.5% | -1.6% |
| 6M | -1.6% | +21.1% | -22.7% | -1.9% |
| YTD | -1.5% | +47.1% | -48.6% | -2.1% |
| 1Y | -0.4% | +64.0% | -64.4% | -1.2% |
| 3Y | +19.6% | +77.1% | -57.5% | +18.4% |
| 5Y | +3.3% | +71.8% | -68.5% | +2.2% |
| 10Y | +28.9% | +146.3% | -117.4% | +27.1% |
| All | +96.3% | +337.1% | -240.8% | +98.4% |
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