+1,740.6%
VRT vs HST
+61.3%
+1,679.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -21.4% | -2.7% | -18.7% | -20.1% |
| 30D | -25.8% | +10.7% | -36.5% | -29.2% |
| 3M | -33.5% | +6.3% | -39.8% | -35.4% |
| 6M | -49.0% | +19.0% | -68.0% | -53.5% |
| YTD | +12.9% | +47.0% | -34.1% | -7.0% |
| 1Y | 0.0% | +53.4% | -53.4% | -19.6% |
| 3Y | +361.8% | +78.0% | +283.8% | +241.6% |
| 5Y | +565.1% | +71.7% | +493.5% | +400.6% |
| All | +1,740.6% | +61.3% | +1,679.4% | +985.9% |
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