+136.7%
HIG vs VIG
+614.0%
-477.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.5% |
| 7D | -0.5% | -1.2% | +0.7% | +1.5% |
| 30D | -2.8% | -2.8% | 0.0% | +1.9% |
| 3M | +6.3% | +2.5% | +3.9% | +1.8% |
| 6M | -0.1% | +8.1% | -8.2% | -12.9% |
| YTD | +0.4% | +9.6% | -9.1% | -14.6% |
| 1Y | +6.2% | +14.2% | -7.9% | -16.0% |
| 3Y | +101.6% | +56.1% | +45.5% | -8.7% |
| 5Y | +119.8% | +62.8% | +57.0% | -11.0% |
| 10Y | +311.7% | +248.2% | +63.5% | -65.0% |
| All | +136.7% | +614.0% | -477.3% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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