+487.7%
HAL vs VICR
+10,134.2%
-9,646.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +3.6% |
| 7D | +6.1% | +8.3% | -2.2% | +4.7% |
| 30D | +2.9% | -35.2% | +38.1% | +8.7% |
| 3M | +3.3% | -29.8% | +33.2% | +6.3% |
| 6M | -16.9% | -48.6% | +31.7% | -12.6% |
| YTD | +21.2% | +45.1% | -23.9% | +4.9% |
| 1Y | +27.5% | +79.6% | -52.0% | +6.6% |
| 3Y | -6.4% | +335.4% | -341.8% | -36.3% |
| 5Y | +58.0% | -1.0% | +59.0% | +24.6% |
| 10Y | -14.6% | +993.1% | -1,007.8% | -57.0% |
| All | +487.7% | +10,134.2% | -9,646.6% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling