+246.5%
HL vs VCIT
+98.3%
+148.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | -0.3% | +1.8% | +2.3% |
| 30D | +25.1% | -0.8% | +25.8% | +27.2% |
| 3M | +22.9% | -1.0% | +23.9% | +26.2% |
| 6M | -4.9% | -1.8% | -3.1% | -0.1% |
| YTD | +7.8% | -0.7% | +8.5% | +10.6% |
| 1Y | +133.9% | +1.0% | +132.9% | +132.4% |
| 3Y | +380.9% | +18.8% | +362.0% | +244.4% |
| 5Y | +230.2% | +3.5% | +226.7% | +211.0% |
| 10Y | +265.6% | +29.2% | +236.3% | +153.9% |
| All | +246.5% | +98.3% | +148.3% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling