+725.0%
VTV vs HST
+272.0%
+453.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.5% | -1.0% | +1.6% | +0.8% |
| 30D | +1.1% | -12.3% | +13.4% | +5.2% |
| 3M | +5.9% | -6.4% | +12.2% | +7.8% |
| 6M | +11.6% | +15.0% | -3.4% | +6.3% |
| YTD | +19.8% | +30.5% | -10.7% | +9.4% |
| 1Y | +26.2% | +35.7% | -9.4% | +13.5% |
| 3Y | +68.5% | +68.4% | +0.1% | +39.3% |
| 5Y | +79.9% | +73.1% | +6.8% | +43.1% |
| 10Y | +229.7% | +92.7% | +137.0% | +134.7% |
| All | +725.0% | +272.0% | +453.0% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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