+210.2%
HD vs VCLT
+16.9%
+193.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -10.8% | +0.1% | -11.0% | -10.9% |
| 3M | -2.7% | -2.9% | +0.2% | -0.7% |
| 6M | -10.3% | -4.0% | -6.3% | -7.8% |
| YTD | -7.8% | -2.2% | -5.6% | -6.3% |
| 1Y | -23.1% | -2.6% | -20.6% | -21.7% |
| 3Y | +2.0% | +12.3% | -10.3% | -4.4% |
| 5Y | +6.2% | -16.4% | +22.6% | +14.7% |
| 10Y | +210.2% | +18.1% | +192.1% | +199.6% |
| All | +210.2% | +16.9% | +193.2% | +199.6% |
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