-39.1%
VIAV vs HST
+21.9%
-60.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +23.7% | +3.6% | +20.1% | +21.4% |
| 30D | -21.2% | +9.9% | -31.1% | -22.0% |
| 3M | -24.5% | +12.9% | -37.5% | -26.0% |
| 6M | -39.1% | +22.9% | -61.9% | -50.6% |
| All | -39.1% | +21.9% | -60.9% | -50.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling