+55.9%
VFC vs HIG
+95.7%
-39.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +30.7% | +5.4% | +25.3% | +27.1% |
| 3M | +40.6% | -0.9% | +41.6% | +41.1% |
| 6M | +16.5% | +4.8% | +11.7% | +12.0% |
| YTD | +16.2% | +0.9% | +15.3% | +14.0% |
| 1Y | +42.4% | +6.5% | +36.0% | +34.6% |
| All | +55.9% | +95.7% | -39.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling