+13.8%
VRT vs HST
+76.4%
-62.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.3% | -14.2% | -13.1% |
| 7D | -15.4% | +3.3% | -18.7% | -15.9% |
| 30D | -19.0% | +16.4% | -35.3% | -21.0% |
| 3M | -23.8% | +5.5% | -29.3% | -24.2% |
| 6M | -37.9% | +31.1% | -69.0% | -42.5% |
| YTD | +27.0% | +55.9% | -29.0% | +14.9% |
| 1Y | +13.8% | +75.6% | -61.8% | +2.7% |
| All | +13.8% | +76.4% | -62.6% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling