+323.1%
VIAV vs HST
+89.2%
+233.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.7% |
| 7D | +12.3% | -1.3% | +13.6% | +13.2% |
| 30D | -21.0% | +13.4% | -34.3% | -25.3% |
| 3M | -14.1% | +16.7% | -30.8% | -20.0% |
| 6M | -39.9% | +24.0% | -63.9% | -46.3% |
| YTD | +85.2% | +54.0% | +31.2% | +48.7% |
| 1Y | +84.3% | +55.0% | +29.2% | +47.3% |
| All | +323.1% | +89.2% | +233.9% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling