+635.3%
VST vs HST
+82.0%
+553.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -3.1% |
| 7D | -6.0% | +0.6% | -6.6% | -6.3% |
| 30D | -18.8% | +14.5% | -33.2% | -23.2% |
| 3M | -8.0% | +15.4% | -23.4% | -13.4% |
| 6M | -10.9% | +22.0% | -32.9% | -18.5% |
| YTD | -18.3% | +54.9% | -73.2% | -32.7% |
| 1Y | -29.9% | +54.0% | -83.9% | -42.3% |
| 3Y | +290.3% | +90.4% | +199.9% | +188.4% |
| 5Y | +635.3% | +84.2% | +551.1% | +439.3% |
| All | +635.3% | +82.0% | +553.3% | +439.3% |
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