+47.7%
VMC vs HIG
+117.6%
-69.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.6% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -12.3% | -2.8% | -9.4% | -11.1% |
| 3M | -10.3% | +6.3% | -16.6% | -13.3% |
| 6M | -8.6% | -0.1% | -8.5% | -9.0% |
| YTD | -11.9% | +0.4% | -12.3% | -12.8% |
| 1Y | -13.9% | +6.2% | -20.2% | -17.4% |
| 3Y | +18.2% | +101.6% | -83.5% | -23.0% |
| 5Y | +47.7% | +119.8% | -72.1% | -11.2% |
| All | +47.7% | +117.6% | -69.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling