+3.2%
HAL vs VCLT
+17.0%
-13.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -3.3% | -1.3% | -2.0% | -2.8% |
| 30D | +7.2% | -1.1% | +8.3% | +7.6% |
| 3M | -8.8% | -3.7% | -5.1% | -7.6% |
| 6M | +3.0% | -4.0% | +7.0% | +4.4% |
| YTD | +29.4% | -3.4% | +32.8% | +30.8% |
| 1Y | +62.8% | -4.1% | +67.0% | +65.1% |
| 3Y | -6.4% | +11.0% | -17.4% | -11.4% |
| 5Y | +103.6% | -17.0% | +120.6% | +125.0% |
| All | +3.2% | +17.0% | -13.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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