+443.5%
VRTX vs HST
+97.7%
+345.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -3.4% | +2.0% | -5.4% | -3.7% |
| 30D | +6.6% | -5.2% | +11.9% | +7.5% |
| 3M | +19.4% | -6.2% | +25.6% | +20.5% |
| 6M | +15.8% | +20.4% | -4.6% | +12.0% |
| YTD | +16.7% | +30.6% | -14.0% | +11.1% |
| 1Y | +33.8% | +37.4% | -3.5% | +26.2% |
| 3Y | +54.2% | +66.1% | -11.9% | +40.0% |
| 5Y | +176.4% | +73.7% | +102.7% | +146.2% |
| 10Y | +443.5% | +99.8% | +343.7% | +360.1% |
| All | +443.5% | +97.7% | +345.8% | +360.1% |
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 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