+800.0%
VGT vs HIG
+313.7%
+486.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | -0.4% | -0.4% | -0.1% | -0.4% |
| 3M | +4.4% | +6.7% | -2.2% | +2.0% |
| 6M | +32.1% | +2.0% | +30.1% | +30.4% |
| YTD | +28.8% | +0.3% | +28.5% | +27.6% |
| 1Y | +35.3% | +4.2% | +31.2% | +32.2% |
| 3Y | +124.8% | +102.2% | +22.5% | +75.6% |
| 5Y | +137.9% | +118.5% | +19.4% | +80.3% |
| All | +800.0% | +313.7% | +486.3% | +478.3% |
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 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