+951.2%
HIG vs VICR
+929.0%
+22.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.8% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -1.2% | -15.6% | +14.4% | +1.3% |
| 3M | +6.3% | -35.4% | +41.7% | +11.8% |
| 6M | +0.6% | +1.3% | -0.7% | -6.5% |
| YTD | +0.6% | +62.5% | -61.8% | -16.1% |
| 1Y | +6.1% | +255.5% | -249.4% | -26.0% |
| 3Y | +102.0% | +182.0% | -80.0% | +33.9% |
| 5Y | +119.2% | +42.9% | +76.3% | +49.0% |
| 10Y | +312.5% | +1,494.0% | -1,181.5% | +36.3% |
| All | +951.2% | +929.0% | +22.2% | +148.5% |
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