-16.8%
HAL vs VCIT
+30.9%
-47.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | +1.0% | +1.5% | -0.5% | 0.0% |
| 3M | -2.1% | -1.0% | -1.2% | -1.5% |
| 6M | -17.5% | -1.7% | -15.8% | -16.6% |
| YTD | +18.1% | -1.4% | +19.5% | +19.0% |
| 1Y | +19.7% | -0.9% | +20.7% | +20.2% |
| 3Y | -7.9% | +19.8% | -27.7% | -21.0% |
| 5Y | +53.1% | +4.6% | +48.5% | +53.6% |
| 10Y | -16.8% | +31.5% | -48.3% | -13.5% |
| All | -16.8% | +30.9% | -47.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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