+237.5%
VIK vs HIG
+46.1%
+191.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.7% |
| 7D | +3.6% | -1.1% | +4.7% | +4.1% |
| 30D | -16.7% | -4.9% | -11.8% | -14.6% |
| 3M | -1.1% | +6.8% | -7.9% | -5.4% |
| 6M | +27.8% | -1.7% | +29.5% | +28.2% |
| YTD | +23.3% | -0.2% | +23.6% | +22.4% |
| 1Y | +38.2% | +5.7% | +32.5% | +32.3% |
| All | +237.5% | +46.1% | +191.4% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling