+1,205.2%
VST vs HBM
+328.6%
+876.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.0% | -1.7% | +5.5% |
| 7D | -0.5% | +5.0% | -5.5% | -1.5% |
| 30D | -17.1% | -12.7% | -4.3% | -14.8% |
| 3M | -4.6% | -17.4% | +12.8% | -1.3% |
| 6M | -9.1% | -8.9% | -0.2% | -8.6% |
| YTD | -16.6% | +14.9% | -31.5% | -20.9% |
| 1Y | -29.5% | +41.4% | -70.9% | -35.9% |
| 3Y | +297.5% | +462.1% | -164.6% | +183.6% |
| 5Y | +654.5% | +224.0% | +430.5% | +458.8% |
| 10Y | +1,205.2% | +320.9% | +884.3% | +704.8% |
| All | +1,205.2% | +328.6% | +876.6% | +704.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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