+256.9%
HL vs VFC
-69.1%
+326.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.3% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | +9.3% | -9.0% | +18.3% | +11.8% |
| 3M | +32.0% | -24.2% | +56.2% | +40.6% |
| 6M | -6.4% | -18.5% | +12.1% | -2.6% |
| YTD | +3.1% | -25.9% | +29.0% | +10.2% |
| 1Y | +77.6% | -13.0% | +90.5% | +80.2% |
| 3Y | +392.8% | -20.3% | +413.2% | +357.7% |
| 5Y | +234.1% | -78.1% | +312.2% | +353.0% |
| All | +256.9% | -69.1% | +326.0% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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