+769.3%
VST vs HWM
+743.6%
+25.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +8.9% | -2.1% | +11.0% | +9.9% |
| 30D | +6.2% | -11.0% | +17.2% | +13.9% |
| 3M | -2.7% | +4.0% | -6.8% | -5.9% |
| 6M | -8.4% | -0.2% | -8.1% | -9.9% |
| YTD | -7.2% | +26.7% | -33.9% | -22.4% |
| 1Y | -20.9% | +44.7% | -65.6% | -39.6% |
| 3Y | +384.0% | +426.1% | -42.1% | +87.4% |
| All | +769.3% | +743.6% | +25.7% | +166.8% |
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