+41.5%
HDB vs VCLT
+17.1%
+24.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.8% | +6.8% |
| 7D | +0.7% | -1.4% | +2.0% | +1.3% |
| 30D | +1.0% | -1.2% | +2.2% | +1.5% |
| 3M | -2.0% | -4.8% | +2.8% | +0.2% |
| 6M | -18.1% | -2.6% | -15.5% | -17.1% |
| YTD | -36.1% | -3.3% | -32.8% | -35.1% |
| 1Y | -34.0% | -4.8% | -29.2% | -32.6% |
| 3Y | -26.7% | +11.5% | -38.2% | -30.1% |
| 5Y | -33.9% | -17.0% | -16.9% | -29.2% |
| All | +41.5% | +17.1% | +24.4% | +41.3% |
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