-14.9%
HAL vs VCLT
+21.5%
-36.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +6.1% | -2.3% | +8.4% | +7.0% |
| 30D | +2.9% | +0.8% | +2.1% | +2.5% |
| 3M | +3.3% | -2.7% | +6.0% | +4.3% |
| 6M | -16.9% | -4.3% | -12.6% | -15.7% |
| YTD | +21.2% | -4.3% | +25.5% | +22.9% |
| 1Y | +27.5% | -4.4% | +31.9% | +29.3% |
| 3Y | -6.4% | +13.8% | -20.2% | -12.4% |
| 5Y | +58.0% | -17.0% | +75.0% | +74.3% |
| All | -14.9% | +21.5% | -36.4% | -12.5% |
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