+373.4%
VST vs HBM
+455.0%
-81.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.8% |
| 7D | +8.9% | -6.4% | +15.3% | +11.2% |
| 30D | +6.2% | +5.9% | +0.3% | +3.7% |
| 3M | -2.7% | -8.9% | +6.2% | -1.4% |
| 6M | -8.4% | +10.7% | -19.0% | -14.8% |
| YTD | -7.2% | +38.3% | -45.5% | -22.4% |
| 1Y | -20.9% | +121.3% | -142.2% | -46.0% |
| All | +373.4% | +455.0% | -81.6% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling