+256.9%
HL vs VICR
+1,679.8%
-1,422.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.4% | -3.5% |
| 7D | -4.4% | +5.0% | -9.3% | -5.5% |
| 30D | +9.3% | -12.5% | +21.8% | +11.5% |
| 3M | +32.0% | -33.6% | +65.6% | +40.2% |
| 6M | -6.4% | +10.7% | -17.1% | -12.0% |
| YTD | +3.1% | +80.6% | -77.4% | -12.6% |
| 1Y | +77.6% | +288.4% | -210.8% | +27.3% |
| 3Y | +392.8% | +213.8% | +179.0% | +239.0% |
| 5Y | +234.1% | +58.8% | +175.3% | +142.2% |
| All | +256.9% | +1,679.8% | -1,422.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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