+207.6%
HIG vs VT
+374.2%
-166.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | +0.4% | -0.1% | -0.4% |
| 30D | -3.2% | +1.0% | -4.2% | -4.8% |
| 3M | +9.1% | +2.4% | +6.8% | +3.7% |
| 6M | -1.8% | +12.0% | -13.8% | -19.3% |
| YTD | +1.8% | +15.3% | -13.6% | -20.4% |
| 1Y | +4.6% | +22.6% | -18.0% | -26.1% |
| 3Y | +101.6% | +74.7% | +27.0% | -21.2% |
| 5Y | +124.5% | +66.1% | +58.3% | -9.3% |
| 10Y | +317.8% | +225.0% | +92.8% | -50.8% |
| All | +207.6% | +374.2% | -166.6% | -80.1% |
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