+404.6%
VIAV vs HIG
+313.7%
+90.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +11.2% | -1.5% | +12.6% | +11.6% |
| 30D | -10.1% | -0.4% | -9.8% | -10.3% |
| 3M | -22.9% | +6.7% | -29.5% | -25.4% |
| 6M | +28.8% | +2.0% | +26.8% | +26.0% |
| YTD | +117.5% | +0.3% | +117.2% | +114.0% |
| 1Y | +216.1% | +4.2% | +211.9% | +205.7% |
| 3Y | +292.2% | +102.2% | +190.0% | +183.9% |
| 5Y | +141.0% | +118.5% | +22.5% | +66.7% |
| All | +404.6% | +313.7% | +90.9% | +141.4% |
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