+35.3%
VMC vs HIG
+96.1%
-60.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.3% | +2.6% | -3.9% | -2.2% |
| 30D | +15.5% | +4.2% | +11.3% | +13.8% |
| 3M | +0.6% | +0.2% | +0.4% | +0.4% |
| 6M | +2.1% | +4.6% | -2.5% | +0.1% |
| YTD | -1.6% | +1.1% | -2.7% | -2.5% |
| 1Y | -1.2% | +4.7% | -5.9% | -3.6% |
| 3Y | +35.3% | +95.5% | -60.1% | +8.8% |
| All | +35.3% | +96.1% | -60.8% | +8.8% |
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