+930.6%
VST vs HWM
+1,135.2%
-204.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.9% | -0.2% | -3.7% |
| 7D | -19.9% | -2.4% | -17.5% | -19.0% |
| 30D | -29.7% | -13.3% | -16.4% | -25.6% |
| 3M | -19.6% | -31.0% | +11.5% | -7.4% |
| 6M | -29.4% | -17.1% | -12.3% | -24.7% |
| YTD | -29.7% | -1.9% | -27.9% | -30.1% |
| 1Y | -40.0% | -2.4% | -37.6% | -40.2% |
| 3Y | +231.0% | +322.2% | -91.2% | +101.1% |
| 5Y | +500.1% | +509.8% | -9.8% | +222.3% |
| 10Y | +1,004.2% | +1,453.8% | -449.6% | +298.1% |
| All | +930.6% | +1,135.2% | -204.6% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling