+132.6%
HL vs VCIT
+28.8%
+103.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.3% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | -10.1% | +1.9% | -12.0% | -14.4% |
| 3M | -7.0% | -1.4% | -5.6% | -3.3% |
| 6M | -18.8% | -2.1% | -16.6% | -13.3% |
| YTD | -23.1% | -1.6% | -21.5% | -18.7% |
| 1Y | +8.9% | -0.9% | +9.8% | +13.1% |
| 3Y | +255.0% | +20.0% | +235.0% | +128.0% |
| 5Y | +151.5% | +3.1% | +148.3% | +143.6% |
| All | +132.6% | +28.8% | +103.8% | +18.6% |
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