+1,179.1%
VST vs HBM
+285.4%
+893.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +19.2% | +5.1% | +14.1% | +18.1% |
| 30D | -17.2% | -15.8% | -1.3% | -14.3% |
| 3M | -8.1% | -22.4% | +14.3% | -3.8% |
| 6M | -8.1% | -20.2% | +12.1% | -5.2% |
| YTD | -16.3% | +9.0% | -25.3% | -19.7% |
| 1Y | -24.1% | +27.4% | -51.5% | -29.6% |
| 3Y | +300.2% | +424.2% | -124.0% | +188.9% |
| 5Y | +645.9% | +196.1% | +449.8% | +460.9% |
| All | +1,179.1% | +285.4% | +893.7% | +689.0% |
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