+905.2%
VRT vs HST
+74.0%
+831.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.2% |
| 7D | +9.1% | -1.0% | +10.2% | +9.8% |
| 30D | +0.9% | -12.3% | +13.2% | +9.4% |
| 3M | -13.4% | -6.4% | -7.0% | -10.5% |
| 6M | +11.7% | +15.0% | -3.3% | -0.1% |
| YTD | +73.2% | +30.5% | +42.7% | +41.8% |
| 1Y | +123.4% | +35.7% | +87.7% | +76.0% |
| 3Y | +606.2% | +68.4% | +537.8% | +360.5% |
| All | +905.2% | +74.0% | +831.3% | +562.5% |
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 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