+140.6%
HIG vs VYM
+488.1%
-347.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.5% |
| 7D | -1.5% | -0.8% | -0.7% | -0.1% |
| 30D | -0.4% | -2.2% | +1.9% | +3.5% |
| 3M | +6.7% | +3.1% | +3.6% | +1.0% |
| 6M | +2.0% | +9.7% | -7.8% | -13.6% |
| YTD | +0.3% | +14.9% | -14.6% | -21.7% |
| 1Y | +4.2% | +17.6% | -13.4% | -22.2% |
| 3Y | +102.2% | +65.3% | +36.9% | -18.6% |
| 5Y | +118.5% | +78.7% | +39.8% | -25.0% |
| 10Y | +311.1% | +208.2% | +102.9% | -54.1% |
| All | +140.6% | +488.1% | -347.5% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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