+588.9%
VST vs HWM
+522.0%
+67.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.4% | +8.1% | +9.0% |
| 7D | -9.8% | +3.3% | -13.1% | -11.4% |
| 30D | -25.1% | -7.6% | -17.5% | -21.4% |
| 3M | -11.6% | -28.9% | +17.3% | +8.4% |
| 6M | -20.9% | -19.7% | -1.3% | -11.0% |
| YTD | -22.3% | +0.5% | -22.8% | -25.8% |
| 1Y | -32.0% | +0.3% | -32.3% | -34.9% |
| 3Y | +262.4% | +325.8% | -63.5% | +56.7% |
| All | +588.9% | +522.0% | +67.0% | +140.2% |
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 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