+130.0%
HL vs VFC
-48.6%
+178.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.7% |
| 7D | -11.1% | +1.6% | -12.7% | -11.5% |
| 30D | -12.1% | +25.5% | -37.6% | -17.1% |
| 3M | -26.1% | +41.3% | -67.4% | -32.7% |
| 6M | -37.7% | +22.2% | -60.0% | -41.6% |
| YTD | -31.7% | +16.4% | -48.1% | -35.2% |
| 1Y | -11.6% | +38.4% | -50.1% | -19.6% |
| 3Y | +249.6% | +56.2% | +193.4% | +171.5% |
| 5Y | +108.5% | -68.2% | +176.7% | +159.8% |
| All | +130.0% | -48.6% | +178.7% | +156.2% |
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