+649.9%
HIG vs VCLT
+102.9%
+547.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -2.8% | +0.1% | -2.9% | -2.8% |
| 3M | +6.3% | -2.9% | +9.2% | +6.2% |
| 6M | -0.1% | -4.0% | +3.9% | -0.3% |
| YTD | +0.4% | -2.2% | +2.7% | +0.3% |
| 1Y | +6.2% | -2.6% | +8.8% | +6.1% |
| 3Y | +101.6% | +12.3% | +89.3% | +103.9% |
| 5Y | +119.8% | -16.4% | +136.2% | +109.6% |
| 10Y | +311.7% | +18.1% | +293.7% | +368.1% |
| All | +649.9% | +102.9% | +547.0% | +1,346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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