+286.8%
HIG vs VTEB
+25.5%
+261.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.5% | -0.9% | -0.5% | -1.2% |
| 30D | -0.4% | -2.5% | +2.2% | +0.3% |
| 3M | +6.7% | -3.0% | +9.6% | +7.5% |
| 6M | +2.0% | -2.1% | +4.1% | +2.5% |
| YTD | +0.3% | -1.5% | +1.8% | +0.7% |
| 1Y | +4.2% | +0.2% | +4.0% | +4.1% |
| 3Y | +102.2% | +8.6% | +93.7% | +97.6% |
| 5Y | +118.5% | +1.2% | +117.3% | +117.2% |
| 10Y | +311.1% | +18.1% | +293.1% | +452.5% |
| All | +286.8% | +25.5% | +261.3% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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