+1,112.0%
VST vs HWM
+1,472.2%
-360.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.4% | +8.1% | +9.6% |
| 7D | -9.8% | +3.3% | -13.1% | -10.8% |
| 30D | -25.1% | -7.6% | -17.5% | -22.7% |
| 3M | -11.6% | -28.9% | +17.3% | +0.6% |
| 6M | -20.9% | -19.7% | -1.3% | -14.5% |
| YTD | -22.3% | +0.5% | -22.8% | -23.4% |
| 1Y | -32.0% | +0.3% | -32.3% | -32.9% |
| 3Y | +262.4% | +325.8% | -63.5% | +120.2% |
| 5Y | +563.4% | +524.7% | +38.6% | +255.1% |
| All | +1,112.0% | +1,472.2% | -360.2% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling