+962.7%
VST vs HST
+155.2%
+807.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.3% | -15.1% | -14.3% |
| 7D | -15.7% | +3.3% | -19.0% | -16.8% |
| 30D | -17.0% | +16.4% | -33.3% | -21.4% |
| 3M | -15.9% | +5.5% | -21.3% | -17.7% |
| 6M | -25.0% | +31.1% | -56.1% | -32.4% |
| YTD | -25.1% | +55.9% | -81.0% | -36.6% |
| 1Y | -34.9% | +75.6% | -110.5% | -47.4% |
| 3Y | +252.7% | +87.8% | +164.9% | +176.1% |
| 5Y | +582.3% | +86.6% | +495.7% | +422.0% |
| 10Y | +1,076.6% | +161.1% | +915.5% | +650.0% |
| All | +962.7% | +155.2% | +807.5% | +576.4% |
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