+56.8%
HL vs VICR
+11,356.8%
-11,300.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.5% |
| 7D | -5.6% | -0.4% | -5.2% | -5.6% |
| 30D | +12.7% | -15.6% | +28.3% | +15.0% |
| 3M | +42.5% | -35.4% | +77.9% | +49.2% |
| 6M | -9.0% | +1.3% | -10.3% | -11.1% |
| YTD | +4.4% | +62.5% | -58.1% | -4.6% |
| 1Y | +82.7% | +255.5% | -172.8% | +49.3% |
| 3Y | +406.3% | +182.0% | +224.3% | +306.4% |
| 5Y | +238.2% | +42.9% | +195.3% | +179.8% |
| 10Y | +268.9% | +1,494.0% | -1,225.1% | +124.1% |
| All | +56.8% | +11,356.8% | -11,300.0% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling