+500.1%
VST vs HWM
+538.5%
-38.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.9% | -0.2% | -2.4% |
| 7D | -19.9% | -2.4% | -17.5% | -18.6% |
| 30D | -29.7% | -13.3% | -16.4% | -23.3% |
| 3M | -19.6% | -31.0% | +11.5% | +0.4% |
| 6M | -29.4% | -17.1% | -12.3% | -22.6% |
| YTD | -29.7% | -1.9% | -27.9% | -31.9% |
| 1Y | -40.0% | -2.4% | -37.6% | -41.7% |
| 3Y | +231.0% | +322.2% | -91.2% | +43.6% |
| 5Y | +500.1% | +509.8% | -9.8% | +112.1% |
| All | +500.1% | +538.5% | -38.5% | +112.1% |
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