-68.5%
VFC vs HIG
+313.7%
-382.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -1.4% | -1.5% | +0.1% | -0.7% |
| 30D | -9.0% | -0.4% | -8.6% | -8.9% |
| 3M | -24.2% | +6.7% | -30.8% | -27.1% |
| 6M | -18.5% | +2.0% | -20.5% | -20.1% |
| YTD | -25.9% | +0.3% | -26.2% | -26.7% |
| 1Y | -13.0% | +4.2% | -17.2% | -15.7% |
| 3Y | -20.3% | +102.2% | -122.6% | -45.2% |
| 5Y | -78.1% | +118.5% | -196.6% | -85.6% |
| All | -68.5% | +313.7% | -382.2% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling