+608.4%
VST vs HWM
+591.3%
+17.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +6.6% | +7.3% | -0.7% | +2.0% |
| 30D | -12.4% | +1.6% | -14.0% | -13.3% |
| 3M | -9.0% | -21.9% | +12.9% | +5.0% |
| 6M | -6.4% | -19.0% | +12.6% | +5.3% |
| YTD | -17.2% | +7.9% | -25.1% | -24.4% |
| 1Y | -22.0% | +9.9% | -32.0% | -29.7% |
| 3Y | +296.7% | +342.1% | -45.5% | +66.7% |
| All | +608.4% | +591.3% | +17.1% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling