+197.8%
HIG vs VT
+346.0%
-148.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.6% |
| 7D | +1.1% | -2.3% | +3.4% | +4.3% |
| 30D | +5.6% | -5.0% | +10.5% | +13.2% |
| 3M | -6.9% | -4.9% | -2.0% | -0.7% |
| 6M | +1.3% | -1.5% | +2.8% | +1.0% |
| YTD | -1.5% | +8.5% | -9.9% | -16.3% |
| 1Y | +6.6% | +11.4% | -4.8% | -13.3% |
| 3Y | +91.2% | +70.1% | +21.1% | -23.0% |
| 5Y | +106.1% | +53.7% | +52.3% | -6.9% |
| 10Y | +283.7% | +220.0% | +63.7% | -54.7% |
| All | +197.8% | +346.0% | -148.2% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling