+682.7%
VRT vs HST
+82.4%
+600.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +18.6% | +3.6% | +15.0% | +15.8% |
| 30D | -11.7% | +9.9% | -21.6% | -16.7% |
| 3M | -27.3% | +12.9% | -40.2% | -32.9% |
| 6M | -42.9% | +22.9% | -65.7% | -50.9% |
| YTD | +29.5% | +52.4% | -22.9% | -4.3% |
| 1Y | +21.0% | +52.5% | -31.5% | -11.0% |
| 3Y | +403.1% | +87.4% | +315.7% | +206.6% |
| All | +682.7% | +82.4% | +600.2% | +382.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling