+2,673.6%
VIAV vs HST
+1,233.7%
+1,439.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +23.7% | +3.6% | +20.1% | +21.9% |
| 30D | -21.2% | +9.9% | -31.1% | -24.2% |
| 3M | -24.5% | +12.9% | -37.5% | -28.4% |
| 6M | -39.1% | +22.9% | -61.9% | -44.5% |
| YTD | +82.6% | +52.4% | +30.2% | +51.6% |
| 1Y | +82.7% | +52.5% | +30.2% | +51.6% |
| 3Y | +315.1% | +87.4% | +227.6% | +210.2% |
| 5Y | +113.4% | +82.9% | +30.4% | +55.8% |
| 10Y | +317.2% | +134.8% | +182.4% | +144.7% |
| All | +2,673.6% | +1,233.7% | +1,439.9% | +795.7% |
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