+1,216.9%
VST vs HST
+113.6%
+1,103.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | -1.0% | +9.9% | +9.3% |
| 30D | +6.2% | -12.3% | +18.5% | +11.1% |
| 3M | -2.7% | -6.4% | +3.6% | -0.7% |
| 6M | -8.4% | +15.0% | -23.4% | -13.3% |
| YTD | -7.2% | +30.5% | -37.7% | -16.2% |
| 1Y | -20.9% | +35.7% | -56.6% | -29.9% |
| 3Y | +384.0% | +68.4% | +315.6% | +294.8% |
| 5Y | +757.1% | +73.1% | +683.9% | +575.4% |
| All | +1,216.9% | +113.6% | +1,103.3% | +794.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling