+1,917.9%
VRT vs HST
+65.6%
+1,852.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.3% |
| 7D | -10.6% | -1.1% | -9.5% | -9.8% |
| 30D | -17.4% | +11.6% | -29.0% | -21.4% |
| 3M | -26.4% | +9.5% | -35.9% | -29.5% |
| 6M | -41.0% | +18.9% | -59.9% | -46.1% |
| YTD | +23.8% | +51.0% | -27.1% | +0.8% |
| 1Y | +11.6% | +53.0% | -41.4% | -10.0% |
| 3Y | +403.5% | +87.5% | +316.0% | +263.9% |
| 5Y | +647.0% | +76.7% | +570.4% | +455.2% |
| All | +1,917.9% | +65.6% | +1,852.3% | +1,076.5% |
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