+1,216.9%
VST vs HLT
+593.5%
+623.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +8.9% | -3.3% | +12.2% | +10.5% |
| 30D | +6.2% | -4.1% | +10.3% | +8.0% |
| 3M | -2.7% | -7.9% | +5.2% | +0.6% |
| 6M | -8.4% | +2.2% | -10.5% | -9.6% |
| YTD | -7.2% | +8.5% | -15.7% | -10.8% |
| 1Y | -20.9% | +12.1% | -33.0% | -25.6% |
| 3Y | +384.0% | +107.6% | +276.4% | +259.6% |
| 5Y | +757.1% | +156.4% | +600.7% | +471.9% |
| All | +1,216.9% | +593.5% | +623.4% | +475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling