+66.7%
HDB vs VCLT
+21.5%
+45.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.7% | -2.3% | +5.0% | +3.8% |
| 30D | +14.1% | +0.8% | +13.4% | +13.8% |
| 3M | +11.8% | -2.7% | +14.5% | +13.2% |
| 6M | +8.2% | -4.3% | +12.5% | +10.4% |
| YTD | -29.3% | -4.3% | -25.0% | -27.8% |
| 1Y | -28.8% | -4.4% | -24.4% | -27.3% |
| 3Y | -7.5% | +13.8% | -21.2% | -12.5% |
| 5Y | -23.1% | -17.0% | -6.1% | -17.4% |
| All | +66.7% | +21.5% | +45.2% | +66.9% |
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