+1,232.7%
VST vs HLT
+584.1%
+648.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +5.3% | -1.5% | +6.8% | +5.9% |
| 30D | +5.8% | -1.2% | +7.0% | +6.2% |
| 3M | +3.5% | -10.3% | +13.8% | +8.2% |
| 6M | -7.4% | +1.3% | -8.7% | -8.4% |
| YTD | -6.1% | +7.0% | -13.1% | -9.3% |
| 1Y | -21.6% | +11.9% | -33.5% | -26.2% |
| 3Y | +357.2% | +100.7% | +256.5% | +244.4% |
| 5Y | +777.0% | +147.5% | +629.5% | +493.6% |
| All | +1,232.7% | +584.1% | +648.6% | +486.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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