+134.3%
VIAV vs HST
+72.4%
+61.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +11.1% |
| 7D | +11.3% | +2.0% | +9.3% | +10.4% |
| 30D | -1.0% | -5.2% | +4.2% | +1.3% |
| 3M | -20.5% | -6.2% | -14.3% | -18.8% |
| 6M | +39.0% | +20.4% | +18.6% | +27.0% |
| YTD | +117.5% | +30.6% | +86.8% | +91.9% |
| 1Y | +233.8% | +37.4% | +196.4% | +187.3% |
| 3Y | +295.4% | +66.1% | +229.3% | +209.5% |
| 5Y | +134.3% | +73.7% | +60.6% | +75.0% |
| All | +134.3% | +72.4% | +61.9% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling