+228.7%
HL vs VICR
+57.6%
+171.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.4% | -3.2% |
| 7D | -4.4% | +5.0% | -9.3% | -5.4% |
| 30D | +9.3% | -12.5% | +21.8% | +11.3% |
| 3M | +32.0% | -33.6% | +65.6% | +39.2% |
| 6M | -6.4% | +10.7% | -17.1% | -11.1% |
| YTD | +3.1% | +80.6% | -77.4% | -9.9% |
| 1Y | +77.6% | +288.4% | -210.8% | +35.6% |
| 3Y | +392.8% | +213.8% | +179.0% | +261.0% |
| All | +228.7% | +57.6% | +171.0% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling