+70.6%
VZ vs HST
+143.2%
-72.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +0.2% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | +11.2% | +14.5% | -3.3% | +9.4% |
| 3M | 0.0% | +15.4% | -15.4% | -1.8% |
| 6M | +1.3% | +22.0% | -20.7% | -1.2% |
| YTD | +21.3% | +54.9% | -33.6% | +14.7% |
| 1Y | +23.9% | +54.0% | -30.0% | +17.3% |
| 3Y | +57.7% | +90.4% | -32.8% | +44.0% |
| 5Y | +21.2% | +84.2% | -63.0% | +9.6% |
| 10Y | +70.6% | +144.6% | -74.0% | +51.1% |
| All | +70.6% | +143.2% | -72.7% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling