+67.1%
V vs HIG
+122.5%
-55.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.8% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | +1.9% | -4.9% | +6.8% | +4.4% |
| 3M | +15.5% | +6.8% | +8.7% | +11.7% |
| 6M | +16.6% | -1.7% | +18.3% | +17.1% |
| YTD | +5.7% | -0.2% | +6.0% | +5.4% |
| 1Y | +8.6% | +5.7% | +2.9% | +5.0% |
| 3Y | +52.5% | +100.3% | -47.8% | +7.1% |
| 5Y | +67.1% | +118.5% | -51.4% | +7.1% |
| All | +67.1% | +122.5% | -55.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling