+2,871.3%
VIAV vs HST
+1,042.1%
+1,829.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | -4.6% | -1.0% | -3.6% | -4.2% |
| 30D | -10.4% | -12.3% | +1.9% | -5.4% |
| 3M | -34.5% | -6.4% | -28.1% | -33.0% |
| 6M | +7.0% | +15.0% | -8.0% | +0.4% |
| YTD | +95.6% | +30.5% | +65.1% | +73.5% |
| 1Y | +197.2% | +35.7% | +161.5% | +158.2% |
| 3Y | +232.0% | +68.4% | +163.6% | +159.1% |
| 5Y | +102.2% | +73.1% | +29.1% | +50.8% |
| 10Y | +344.6% | +92.7% | +251.9% | +183.5% |
| All | +2,871.3% | +1,042.1% | +1,829.3% | +925.1% |
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