+238.2%
HL vs VCLT
-17.3%
+255.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -2.8% |
| 7D | -5.6% | -1.3% | -4.3% | -4.3% |
| 30D | +12.7% | -1.1% | +13.9% | +14.2% |
| 3M | +42.5% | -3.7% | +46.2% | +48.5% |
| 6M | -9.0% | -4.0% | -5.0% | -4.5% |
| YTD | +4.4% | -3.4% | +7.8% | +8.7% |
| 1Y | +82.7% | -4.1% | +86.8% | +91.8% |
| 3Y | +406.3% | +11.0% | +395.3% | +357.5% |
| 5Y | +238.2% | -17.0% | +255.2% | +223.9% |
| All | +238.2% | -17.3% | +255.5% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling