+249.3%
HL vs VFC
-78.7%
+328.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | +18.8% | -13.4% | +32.2% | +22.7% |
| 3M | +43.7% | -23.7% | +67.4% | +51.9% |
| 6M | -1.0% | -24.5% | +23.4% | +4.4% |
| YTD | +8.7% | -27.8% | +36.6% | +16.2% |
| 1Y | +105.0% | -13.5% | +118.5% | +108.7% |
| 3Y | +427.3% | -27.1% | +454.4% | +408.2% |
| 5Y | +249.3% | -79.0% | +328.3% | +359.7% |
| All | +249.3% | -78.7% | +328.0% | +359.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling