+314.0%
VIAV vs HST
+133.9%
+180.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +23.7% | +3.6% | +20.1% | +22.1% |
| 30D | -21.2% | +9.9% | -31.1% | -23.8% |
| 3M | -24.5% | +12.9% | -37.5% | -28.0% |
| 6M | -39.1% | +22.9% | -61.9% | -43.9% |
| YTD | +82.6% | +52.4% | +30.2% | +54.7% |
| 1Y | +82.7% | +52.5% | +30.2% | +54.6% |
| 3Y | +315.1% | +87.4% | +227.6% | +221.1% |
| 5Y | +113.4% | +82.9% | +30.4% | +62.5% |
| All | +314.0% | +133.9% | +180.1% | +171.6% |
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