+188.2%
VRTX vs HST
+82.3%
+106.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.6% | +3.6% | -5.1% | -2.3% |
| 30D | +8.0% | +11.2% | -3.2% | +5.7% |
| 3M | +4.3% | +13.1% | -8.8% | +1.6% |
| 6M | +18.9% | +23.9% | -5.0% | +13.4% |
| YTD | +18.8% | +52.3% | -33.5% | +8.3% |
| 1Y | +24.0% | +56.7% | -32.7% | +12.3% |
| 3Y | +42.1% | +87.5% | -45.4% | +23.1% |
| All | +188.2% | +82.3% | +106.0% | +149.6% |
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