+309.7%
HIG vs VT
+221.4%
+88.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.9% |
| 30D | -4.9% | -0.2% | -4.7% | -4.8% |
| 3M | +6.8% | +4.5% | +2.2% | +2.0% |
| 6M | -1.7% | +14.1% | -15.7% | -14.0% |
| YTD | -0.2% | +14.8% | -15.0% | -13.4% |
| 1Y | +5.7% | +21.2% | -15.5% | -13.2% |
| 3Y | +100.3% | +76.6% | +23.7% | +11.6% |
| 5Y | +118.5% | +66.6% | +51.9% | +28.3% |
| 10Y | +309.7% | +222.3% | +87.4% | +29.0% |
| All | +309.7% | +221.4% | +88.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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