+100.6%
VCLT vs HRB
+316.3%
-215.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.4% | -8.0% | +6.7% | -1.3% |
| 30D | -1.2% | -16.0% | +14.8% | -1.0% |
| 3M | -4.8% | +26.9% | -31.6% | -5.1% |
| 6M | -2.6% | +51.1% | -53.7% | -3.1% |
| YTD | -3.3% | +7.1% | -10.4% | -3.5% |
| 1Y | -4.8% | -9.6% | +4.8% | -4.7% |
| 3Y | +11.5% | +25.4% | -13.9% | +11.3% |
| 5Y | -17.0% | +114.9% | -131.9% | -17.2% |
| 10Y | +16.7% | +206.4% | -189.7% | +17.1% |
| All | +100.6% | +316.3% | -215.7% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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