+1,162.4%
VST vs HBM
+301.8%
+860.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.6% | -1.3% |
| 7D | -6.0% | +2.4% | -8.4% | -6.5% |
| 30D | -18.8% | -16.0% | -2.8% | -15.9% |
| 3M | -8.0% | -21.3% | +13.3% | -3.9% |
| 6M | -10.9% | -12.2% | +1.3% | -9.8% |
| YTD | -18.3% | +10.7% | -29.0% | -21.9% |
| 1Y | -29.9% | +30.3% | -60.2% | -35.2% |
| 3Y | +290.3% | +432.2% | -141.9% | +181.2% |
| 5Y | +635.3% | +218.8% | +416.5% | +446.9% |
| 10Y | +1,162.4% | +281.4% | +881.0% | +687.9% |
| All | +1,162.4% | +301.8% | +860.6% | +687.9% |
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