+654.5%
VST vs HLT
+150.8%
+503.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.6% | +6.9% |
| 7D | -0.5% | +2.3% | -2.8% | -1.9% |
| 30D | -17.1% | +14.3% | -31.4% | -22.8% |
| 3M | -4.6% | +17.6% | -22.2% | -12.6% |
| 6M | -9.1% | +17.9% | -27.0% | -17.2% |
| YTD | -16.6% | +30.1% | -46.7% | -28.0% |
| 1Y | -29.5% | +36.8% | -66.3% | -41.0% |
| 3Y | +297.5% | +137.6% | +160.0% | +163.5% |
| 5Y | +654.5% | +154.9% | +499.6% | +369.4% |
| All | +654.5% | +150.8% | +503.7% | +369.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling