+1,162.4%
VST vs HST
+143.2%
+1,019.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -3.0% |
| 7D | -6.0% | +0.6% | -6.6% | -6.2% |
| 30D | -18.8% | +14.5% | -33.2% | -22.6% |
| 3M | -8.0% | +15.4% | -23.4% | -12.7% |
| 6M | -10.9% | +22.0% | -32.9% | -17.4% |
| YTD | -18.3% | +54.9% | -73.2% | -30.7% |
| 1Y | -29.9% | +54.0% | -83.9% | -40.5% |
| 3Y | +290.3% | +90.4% | +199.9% | +204.3% |
| 5Y | +635.3% | +84.2% | +551.1% | +465.0% |
| 10Y | +1,162.4% | +144.6% | +1,017.7% | +732.4% |
| All | +1,162.4% | +143.2% | +1,019.1% | +732.4% |
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