+1,162.4%
VST vs HLT
+715.8%
+446.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.8% |
| 7D | -6.0% | +4.4% | -10.4% | -7.9% |
| 30D | -18.8% | +16.3% | -35.1% | -24.1% |
| 3M | -8.0% | +22.2% | -30.2% | -16.0% |
| 6M | -10.9% | +20.0% | -30.9% | -18.3% |
| YTD | -18.3% | +32.4% | -50.7% | -28.3% |
| 1Y | -29.9% | +38.6% | -68.5% | -39.9% |
| 3Y | +290.3% | +136.4% | +153.9% | +172.6% |
| 5Y | +635.3% | +162.8% | +472.5% | +381.2% |
| 10Y | +1,162.4% | +720.3% | +442.0% | +450.0% |
| All | +1,162.4% | +715.8% | +446.6% | +450.0% |
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