+262.4%
VST vs HWM
+330.6%
-68.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.4% | +8.1% | +8.8% |
| 7D | -9.8% | +3.3% | -13.1% | -11.6% |
| 30D | -25.1% | -7.6% | -17.5% | -20.9% |
| 3M | -11.6% | -28.9% | +17.3% | +11.1% |
| 6M | -20.9% | -19.7% | -1.3% | -10.1% |
| YTD | -22.3% | +0.5% | -22.8% | -27.5% |
| 1Y | -32.0% | +0.3% | -32.3% | -36.5% |
| 3Y | +262.4% | +325.8% | -63.5% | +54.2% |
| All | +262.4% | +330.6% | -68.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling