+588.9%
VST vs HBM
+205.9%
+383.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.6% | +8.9% | +10.1% |
| 7D | -9.8% | -3.6% | -6.2% | -9.0% |
| 30D | -25.1% | -19.2% | -6.0% | -21.0% |
| 3M | -11.6% | -20.5% | +8.9% | -6.8% |
| 6M | -20.9% | -12.8% | -8.1% | -19.7% |
| YTD | -22.3% | +5.4% | -27.7% | -26.3% |
| 1Y | -32.0% | +33.0% | -65.0% | -39.6% |
| 3Y | +262.4% | +357.3% | -94.9% | +146.6% |
| All | +588.9% | +205.9% | +383.0% | +378.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling