+404.6%
VIAV vs HST
+110.3%
+294.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.2% | +3.4% |
| 7D | +11.2% | +0.9% | +10.3% | +10.8% |
| 30D | -10.1% | -2.5% | -7.7% | -9.3% |
| 3M | -22.9% | -5.1% | -17.7% | -21.7% |
| 6M | +28.8% | +21.6% | +7.2% | +18.9% |
| YTD | +117.5% | +31.6% | +85.8% | +94.7% |
| 1Y | +216.1% | +36.1% | +179.9% | +178.6% |
| 3Y | +292.2% | +66.5% | +225.7% | +217.1% |
| 5Y | +141.0% | +76.6% | +64.4% | +86.3% |
| All | +404.6% | +110.3% | +294.2% | +237.6% |
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