+301.7%
HIG vs VO
+200.3%
+101.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -1.5% | -1.5% | +0.1% | -0.1% |
| 30D | -0.4% | -3.0% | +2.7% | +2.4% |
| 3M | +6.7% | +2.8% | +3.8% | +3.7% |
| 6M | +2.0% | +10.9% | -9.0% | -7.9% |
| YTD | +0.3% | +12.5% | -12.2% | -10.8% |
| 1Y | +4.2% | +12.0% | -7.8% | -7.2% |
| 3Y | +102.2% | +56.3% | +45.9% | +29.5% |
| 5Y | +118.5% | +42.9% | +75.6% | +50.1% |
| All | +301.7% | +200.3% | +101.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling