+142.6%
HIG vs VSXY
+33.4%
+109.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -2.3% | -0.3% | -1.9% | -2.3% |
| 30D | -1.2% | -22.1% | +20.9% | +0.2% |
| 3M | +6.3% | -1.1% | +7.4% | +6.0% |
| 6M | +0.6% | +53.8% | -53.2% | -3.5% |
| YTD | +0.6% | +35.5% | -34.9% | -2.9% |
| 1Y | +6.1% | +186.0% | -179.9% | -3.8% |
| 3Y | +102.0% | +343.2% | -241.2% | +66.9% |
| 5Y | +119.2% | +19.0% | +100.2% | +103.9% |
| All | +142.6% | +33.4% | +109.2% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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