+1,179.1%
VST vs HST
+133.9%
+1,045.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +19.2% | +3.6% | +15.5% | +17.6% |
| 30D | -17.2% | +9.9% | -27.1% | -19.9% |
| 3M | -8.1% | +12.9% | -21.1% | -12.2% |
| 6M | -8.1% | +22.9% | -31.0% | -15.1% |
| YTD | -16.3% | +52.4% | -68.7% | -28.5% |
| 1Y | -24.1% | +52.5% | -76.6% | -35.5% |
| 3Y | +300.2% | +87.4% | +212.8% | +213.5% |
| 5Y | +645.9% | +82.9% | +563.0% | +474.0% |
| All | +1,179.1% | +133.9% | +1,045.2% | +732.3% |
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