+645.9%
VST vs HBM
+203.5%
+442.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +19.2% | +5.1% | +14.1% | +17.7% |
| 30D | -17.2% | -15.8% | -1.3% | -13.4% |
| 3M | -8.1% | -22.4% | +14.3% | -2.5% |
| 6M | -8.1% | -20.2% | +12.1% | -4.5% |
| YTD | -16.3% | +9.0% | -25.3% | -21.2% |
| 1Y | -24.1% | +27.4% | -51.5% | -31.7% |
| 3Y | +300.2% | +424.2% | -124.0% | +166.5% |
| 5Y | +645.9% | +196.1% | +449.8% | +416.0% |
| All | +645.9% | +203.5% | +442.4% | +416.0% |
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 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