+99.3%
HLT vs VFC
-25.2%
+124.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -5.0% | -9.0% | +4.0% | -3.8% |
| 3M | -10.4% | -24.2% | +13.8% | -7.4% |
| 6M | +3.2% | -18.5% | +21.7% | +5.5% |
| YTD | +6.7% | -25.9% | +32.6% | +10.3% |
| 1Y | +10.3% | -13.0% | +23.3% | +10.9% |
| 3Y | +99.3% | -20.3% | +119.7% | +92.6% |
| All | +99.3% | -25.2% | +124.6% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling