+242.9%
HL vs VCLT
+103.3%
+139.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +7.1% | +0.3% | +6.8% | +6.8% |
| 30D | +21.4% | -0.6% | +22.0% | +22.1% |
| 3M | +37.4% | -2.2% | +39.7% | +40.3% |
| 6M | +0.4% | -2.9% | +3.3% | +3.5% |
| YTD | +6.7% | -2.1% | +8.7% | +9.1% |
| 1Y | +102.4% | -2.6% | +104.9% | +107.9% |
| 3Y | +417.4% | +12.5% | +404.9% | +372.0% |
| 5Y | +243.3% | -15.3% | +258.6% | +284.0% |
| 10Y | +242.6% | +16.6% | +225.9% | +227.1% |
| All | +242.9% | +103.3% | +139.5% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling