+575.2%
HLT vs VCLT
+17.1%
+558.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | -5.0% | -1.2% | -3.8% | -4.5% |
| 3M | -10.4% | -4.8% | -5.6% | -8.4% |
| 6M | +3.2% | -2.6% | +5.8% | +4.5% |
| YTD | +6.7% | -3.3% | +10.1% | +8.5% |
| 1Y | +10.3% | -4.8% | +15.1% | +12.8% |
| 3Y | +99.3% | +11.5% | +87.8% | +89.7% |
| 5Y | +143.7% | -17.0% | +160.7% | +161.6% |
| All | +575.2% | +17.1% | +558.2% | +566.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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