+494.6%
VRTX vs HST
+143.8%
+350.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | +7.9% | +13.4% | -5.5% | +5.6% |
| 3M | +3.3% | +16.7% | -13.4% | +0.6% |
| 6M | +25.7% | +24.0% | +1.7% | +21.0% |
| YTD | +20.7% | +54.0% | -33.3% | +11.8% |
| 1Y | +27.4% | +55.0% | -27.6% | +17.9% |
| 3Y | +46.4% | +89.3% | -42.9% | +30.1% |
| 5Y | +194.3% | +85.4% | +108.9% | +159.1% |
| 10Y | +494.6% | +137.1% | +357.5% | +415.7% |
| All | +494.6% | +143.8% | +350.8% | +415.7% |
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