+575.2%
HLT vs VFC
-69.1%
+644.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -5.0% | -9.0% | +4.0% | -2.7% |
| 3M | -10.4% | -24.2% | +13.8% | -4.7% |
| 6M | +3.2% | -18.5% | +21.7% | +7.2% |
| YTD | +6.7% | -25.9% | +32.6% | +13.2% |
| 1Y | +10.3% | -13.0% | +23.3% | +10.7% |
| 3Y | +99.3% | -20.3% | +119.7% | +78.3% |
| 5Y | +143.7% | -78.1% | +221.8% | +269.7% |
| All | +575.2% | -69.1% | +644.3% | +807.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling