+94.9%
VICI vs HST
+57.8%
+37.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | -4.8% | -2.5% | -2.3% | -3.8% |
| 3M | -10.1% | -5.1% | -5.0% | -8.4% |
| 6M | -9.7% | +21.6% | -31.3% | -17.5% |
| YTD | -8.8% | +31.6% | -40.4% | -19.8% |
| 1Y | -20.2% | +36.1% | -56.4% | -31.2% |
| 3Y | -5.8% | +66.5% | -72.3% | -27.5% |
| 5Y | +9.5% | +76.6% | -67.1% | -21.6% |
| All | +94.9% | +57.8% | +37.1% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling