-79.0%
VFC vs HIG
+117.6%
-196.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | -2.3% | -0.5% | -1.9% | -2.1% |
| 30D | -13.4% | -2.8% | -10.5% | -12.0% |
| 3M | -23.7% | +6.3% | -30.0% | -27.1% |
| 6M | -24.5% | -0.1% | -24.4% | -25.2% |
| YTD | -27.8% | +0.4% | -28.3% | -29.0% |
| 1Y | -13.5% | +6.2% | -19.7% | -17.8% |
| 3Y | -27.1% | +101.6% | -128.7% | -53.7% |
| 5Y | -79.0% | +119.8% | -198.9% | -87.5% |
| All | -79.0% | +117.6% | -196.6% | -87.5% |
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