+12.1%
HLT vs VFC
-6.8%
+19.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.4% |
| 7D | -3.3% | -1.6% | -1.7% | -3.1% |
| 30D | -4.1% | -11.6% | +7.6% | -2.1% |
| 3M | -7.9% | -18.1% | +10.2% | -5.8% |
| 6M | +2.2% | -27.4% | +29.5% | +6.7% |
| YTD | +8.5% | -24.8% | +33.3% | +12.2% |
| 1Y | +12.1% | -8.2% | +20.3% | +10.1% |
| All | +12.1% | -6.8% | +19.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling