+990.1%
VZ vs HST
+1,330.6%
-340.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +7.9% | -12.3% | +20.2% | +10.1% |
| 3M | +13.6% | -6.4% | +20.0% | +14.8% |
| 6M | +1.1% | +15.0% | -13.9% | -1.5% |
| YTD | +29.3% | +30.5% | -1.2% | +23.3% |
| 1Y | +21.2% | +35.7% | -14.4% | +14.7% |
| 3Y | +75.9% | +68.4% | +7.5% | +58.6% |
| 5Y | +24.1% | +73.1% | -49.0% | +9.1% |
| 10Y | +62.4% | +92.7% | -30.3% | +33.0% |
| All | +990.1% | +1,330.6% | -340.5% | +483.8% |
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