+1,164.9%
VST vs HST
+133.7%
+1,031.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +6.6% | +3.6% | +3.0% | +5.2% |
| 30D | -12.4% | +11.2% | -23.6% | -15.7% |
| 3M | -9.0% | +13.1% | -22.1% | -13.0% |
| 6M | -6.4% | +23.9% | -30.4% | -13.8% |
| YTD | -17.2% | +52.3% | -69.5% | -29.3% |
| 1Y | -22.0% | +56.7% | -78.7% | -34.3% |
| 3Y | +296.7% | +87.5% | +209.2% | +210.7% |
| 5Y | +637.6% | +82.8% | +554.8% | +467.8% |
| All | +1,164.9% | +133.7% | +1,031.1% | +723.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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