-32.0%
VST vs HST
+57.3%
-89.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | -2.7% | -7.1% | -9.0% |
| 30D | -25.1% | +10.7% | -35.8% | -27.0% |
| 3M | -11.6% | +6.3% | -17.8% | -12.9% |
| 6M | -20.9% | +19.0% | -39.9% | -26.0% |
| YTD | -22.3% | +47.0% | -69.3% | -31.6% |
| 1Y | -32.0% | +53.4% | -85.5% | -40.3% |
| All | -32.0% | +57.3% | -89.3% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling