+111.9%
HAL vs VICR
+46.6%
+65.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.3% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +10.9% | -11.9% | +22.8% | +11.9% |
| 3M | -5.8% | -35.1% | +29.3% | -3.2% |
| 6M | +8.1% | +8.1% | 0.0% | +3.6% |
| YTD | +33.2% | +67.8% | -34.6% | +20.8% |
| 1Y | +74.2% | +267.3% | -193.1% | +44.6% |
| 3Y | -3.7% | +191.2% | -194.9% | -21.0% |
| 5Y | +111.9% | +48.1% | +63.8% | +77.0% |
| All | +111.9% | +46.6% | +65.3% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 5y: compounded portfolio wealth divided by compounded VICR 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…
5y analysis · Full analysis span regression · 6 months rolling