+98.0%
VCIT vs HST
+287.8%
-189.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -0.8% | -12.3% | +11.5% | -0.6% |
| 3M | -1.0% | -6.4% | +5.3% | -0.9% |
| 6M | -1.8% | +15.0% | -16.8% | -2.1% |
| YTD | -0.7% | +30.5% | -31.2% | -1.1% |
| 1Y | +1.0% | +35.7% | -34.7% | +0.5% |
| 3Y | +18.8% | +68.4% | -49.5% | +17.8% |
| 5Y | +3.5% | +73.1% | -69.6% | +2.6% |
| 10Y | +29.2% | +92.7% | -63.5% | +27.5% |
| All | +98.0% | +287.8% | -189.9% | +100.4% |
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