-44.1%
VG vs HIG
+27.1%
-71.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +15.1% | -0.1% | +15.2% | +15.1% |
| 30D | -4.2% | +4.4% | -8.5% | -5.6% |
| 3M | -3.1% | 0.0% | -3.1% | -3.4% |
| 6M | +0.3% | +3.8% | -3.5% | -0.9% |
| YTD | +95.5% | +0.7% | +94.8% | +93.3% |
| 1Y | +64.4% | +5.0% | +59.4% | +57.6% |
| All | -44.1% | +27.1% | -71.1% | -48.3% |
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