+341.3%
HDB vs VCLT
+102.1%
+239.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +6.9% | -0.6% | +7.5% | +7.1% |
| 30D | +15.2% | +2.8% | +12.5% | +14.6% |
| 3M | +11.7% | -0.4% | +12.1% | +11.8% |
| 6M | +7.5% | -3.1% | +10.6% | +8.2% |
| YTD | -28.8% | -2.7% | -26.1% | -28.4% |
| 1Y | -29.1% | -3.7% | -25.4% | -28.5% |
| 3Y | -7.0% | +15.6% | -22.6% | -9.1% |
| 5Y | -22.1% | -15.8% | -6.3% | -21.9% |
| 10Y | +64.9% | +23.0% | +41.9% | +78.5% |
| All | +341.3% | +102.1% | +239.2% | +564.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling