+225.7%
VIK vs HIG
+46.9%
+178.9%
-35.4%
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% | +1.4% |
| 7D | -0.9% | -1.5% | +0.5% | -0.2% |
| 30D | -18.4% | -0.4% | -18.1% | -18.4% |
| 3M | -8.8% | +6.7% | -15.4% | -12.7% |
| 6M | +17.1% | +2.0% | +15.2% | +15.0% |
| YTD | +19.0% | +0.3% | +18.8% | +17.8% |
| 1Y | +30.1% | +4.2% | +26.0% | +25.7% |
| All | +225.7% | +46.9% | +178.9% | +166.6% |
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