+5.6%
HD vs VCLT
+13.1%
-7.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.1% | -0.5% | -1.5% | -1.6% |
| 30D | -8.4% | -0.9% | -7.6% | -7.6% |
| 3M | +4.3% | -3.2% | +7.6% | +7.7% |
| 6M | -11.1% | -3.8% | -7.3% | -7.8% |
| YTD | -4.7% | -2.0% | -2.7% | -2.6% |
| 1Y | -19.8% | -0.8% | -19.0% | -19.0% |
| All | +5.6% | +13.1% | -7.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling