+2,712.8%
VIAV vs HST
+1,247.3%
+1,465.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.0% |
| 3M | -14.1% | +16.7% | -30.8% | -19.6% |
| 6M | -39.9% | +24.0% | -63.9% | -45.5% |
| YTD | +85.2% | +54.0% | +31.2% | +53.1% |
| 1Y | +84.3% | +55.0% | +29.2% | +51.8% |
| 3Y | +320.9% | +89.3% | +231.6% | +213.2% |
| 5Y | +117.5% | +85.4% | +32.1% | +57.9% |
| 10Y | +323.1% | +137.1% | +185.9% | +147.1% |
| All | +2,712.8% | +1,247.3% | +1,465.5% | +804.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling