+290.3%
VST vs HST
+92.1%
+198.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -3.4% |
| 7D | -6.0% | +0.6% | -6.6% | -6.3% |
| 30D | -18.8% | +14.5% | -33.2% | -24.1% |
| 3M | -8.0% | +15.4% | -23.4% | -14.6% |
| 6M | -10.9% | +22.0% | -32.9% | -20.4% |
| YTD | -18.3% | +54.9% | -73.2% | -36.4% |
| 1Y | -29.9% | +54.0% | -83.9% | -45.4% |
| 3Y | +290.3% | +90.4% | +199.9% | +151.1% |
| All | +290.3% | +92.1% | +198.2% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling