+255.0%
HL vs VCIT
+19.7%
+235.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.3% |
| 7D | +8.9% | +0.1% | +8.8% | +8.7% |
| 30D | -10.1% | +1.9% | -12.0% | -14.6% |
| 3M | -7.0% | -1.4% | -5.6% | -3.2% |
| 6M | -18.8% | -2.1% | -16.6% | -13.4% |
| YTD | -23.1% | -1.6% | -21.5% | -18.7% |
| 1Y | +8.9% | -0.9% | +9.8% | +13.5% |
| 3Y | +255.0% | +20.0% | +235.0% | +104.0% |
| All | +255.0% | +19.7% | +235.3% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling