+634.9%
HLT vs VICR
+1,571.5%
-936.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -1.4% |
| 7D | -1.6% | +5.0% | -6.6% | -2.3% |
| 30D | -5.0% | -12.5% | +7.5% | -3.9% |
| 3M | -10.4% | -33.6% | +23.2% | -7.3% |
| 6M | +3.2% | +10.7% | -7.4% | -2.3% |
| YTD | +6.7% | +80.6% | -73.8% | -6.4% |
| 1Y | +10.3% | +288.4% | -278.1% | -14.1% |
| 3Y | +99.3% | +213.8% | -114.5% | +51.3% |
| 5Y | +143.7% | +58.8% | +84.8% | +91.0% |
| 10Y | +584.7% | +1,671.8% | -1,087.1% | +251.1% |
| All | +634.9% | +1,571.5% | -936.6% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 all: compounded portfolio wealth divided by compounded VICR 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…
all analysis · Full analysis span regression · 6 months rolling