-29.4%
VST vs HST
+22.9%
-52.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.7% | -0.5% | -4.7% |
| 7D | -19.9% | -4.2% | -15.7% | -18.9% |
| 30D | -29.7% | +9.6% | -39.2% | -30.2% |
| 3M | -19.6% | -1.1% | -18.5% | -19.0% |
| 6M | -29.4% | +21.1% | -50.5% | -34.0% |
| All | -29.4% | +22.9% | -52.3% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling