+242.6%
HL vs VCIT
+29.0%
+213.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -0.8% |
| 7D | +7.1% | +0.1% | +7.0% | +6.9% |
| 30D | +21.4% | -0.8% | +22.2% | +24.0% |
| 3M | +37.4% | -0.5% | +38.0% | +39.9% |
| 6M | +0.4% | -1.4% | +1.8% | +5.5% |
| YTD | +6.7% | -0.8% | +7.5% | +10.2% |
| 1Y | +102.4% | +0.3% | +102.1% | +103.8% |
| 3Y | +417.4% | +19.2% | +398.2% | +235.2% |
| 5Y | +243.3% | +3.6% | +239.7% | +229.4% |
| 10Y | +242.6% | +29.3% | +213.3% | +76.6% |
| All | +242.6% | +29.0% | +213.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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