+297.5%
VST vs HLT
+138.9%
+158.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.6% | +6.8% |
| 7D | -0.5% | +2.3% | -2.8% | -2.3% |
| 30D | -17.1% | +14.3% | -31.4% | -24.8% |
| 3M | -4.6% | +17.6% | -22.2% | -15.4% |
| 6M | -9.1% | +17.9% | -27.0% | -20.2% |
| YTD | -16.6% | +30.1% | -46.7% | -32.8% |
| 1Y | -29.5% | +36.8% | -66.3% | -45.9% |
| 3Y | +297.5% | +137.6% | +160.0% | +116.1% |
| All | +297.5% | +138.9% | +158.6% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling