+1,164.9%
VST vs HLT
+694.7%
+470.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +6.6% | +0.7% | +5.9% | +6.2% |
| 30D | -12.4% | +13.7% | -26.1% | -17.4% |
| 3M | -9.0% | +16.3% | -25.3% | -15.2% |
| 6M | -6.4% | +19.9% | -26.4% | -14.3% |
| YTD | -17.2% | +30.1% | -47.3% | -26.8% |
| 1Y | -22.0% | +38.5% | -60.5% | -33.2% |
| 3Y | +296.7% | +131.0% | +165.6% | +179.4% |
| 5Y | +637.6% | +163.7% | +473.9% | +382.1% |
| All | +1,164.9% | +694.7% | +470.1% | +438.6% |
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