+575.2%
HLT vs VCIT
+28.6%
+546.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -0.6% |
| 30D | -5.0% | -1.6% | -3.5% | -3.8% |
| 3M | -10.4% | -2.3% | -8.1% | -8.6% |
| 6M | +3.2% | -1.9% | +5.2% | +5.0% |
| YTD | +6.7% | -1.8% | +8.6% | +8.5% |
| 1Y | +10.3% | -1.2% | +11.4% | +11.5% |
| 3Y | +99.3% | +18.1% | +81.3% | +74.8% |
| 5Y | +143.7% | +2.3% | +141.4% | +139.1% |
| All | +575.2% | +28.6% | +546.6% | +558.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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