+1,232.7%
VST vs HBAN
+151.8%
+1,081.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +5.3% | -1.5% | +6.8% | +5.9% |
| 30D | +5.8% | -5.5% | +11.3% | +8.0% |
| 3M | +3.5% | -0.2% | +3.7% | +3.3% |
| 6M | -7.4% | +5.2% | -12.6% | -9.5% |
| YTD | -6.1% | -2.3% | -3.8% | -6.3% |
| 1Y | -21.6% | -2.2% | -19.4% | -22.2% |
| 3Y | +357.2% | +73.8% | +283.3% | +267.0% |
| 5Y | +777.0% | +35.2% | +741.8% | +643.8% |
| All | +1,232.7% | +151.8% | +1,081.0% | +773.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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