+619.5%
VRT vs HST
+68.9%
+550.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.2% |
| 7D | +9.1% | -1.0% | +10.2% | +9.7% |
| 30D | +0.9% | -12.3% | +13.2% | +8.3% |
| 3M | -13.4% | -6.4% | -7.0% | -10.9% |
| 6M | +11.7% | +15.0% | -3.3% | +0.7% |
| YTD | +73.2% | +30.5% | +42.7% | +44.2% |
| 1Y | +123.4% | +35.7% | +87.7% | +79.9% |
| All | +619.5% | +68.9% | +550.6% | +363.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling