+359.1%
VST vs HLT
+105.8%
+253.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +3.1% |
| 7D | +9.9% | -2.4% | +12.3% | +11.6% |
| 30D | +7.9% | -4.1% | +12.0% | +10.8% |
| 3M | +3.4% | -10.6% | +14.0% | +11.2% |
| 6M | -4.1% | +2.0% | -6.1% | -7.1% |
| YTD | -5.7% | +6.1% | -11.8% | -11.4% |
| 1Y | -18.9% | +9.8% | -28.7% | -26.7% |
| 3Y | +359.1% | +99.0% | +260.0% | +214.0% |
| All | +359.1% | +105.8% | +253.2% | +214.0% |
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 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