+500.1%
VST vs HST
+70.3%
+429.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.7% | -0.5% | -3.8% |
| 7D | -19.9% | -4.2% | -15.7% | -18.5% |
| 30D | -29.7% | +9.6% | -39.2% | -32.3% |
| 3M | -19.6% | -1.1% | -18.5% | -19.4% |
| 6M | -29.4% | +21.1% | -50.5% | -35.3% |
| YTD | -29.7% | +47.1% | -76.8% | -40.8% |
| 1Y | -40.0% | +64.0% | -104.1% | -52.1% |
| 3Y | +231.0% | +77.1% | +153.9% | +151.7% |
| 5Y | +500.1% | +71.8% | +428.3% | +350.3% |
| All | +500.1% | +70.3% | +429.8% | +350.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling