+2,104.3%
VMC vs HIG
+1,002.1%
+1,102.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | -8.2% | -3.2% | -5.0% | -7.6% |
| 3M | -7.0% | +9.1% | -16.2% | -9.2% |
| 6M | -10.8% | -1.8% | -9.0% | -10.5% |
| YTD | -7.4% | +1.8% | -9.2% | -8.1% |
| 1Y | -9.5% | +4.6% | -14.1% | -10.8% |
| 3Y | +20.5% | +101.6% | -81.2% | +0.5% |
| 5Y | +51.6% | +124.5% | -72.9% | +23.1% |
| 10Y | +150.0% | +317.8% | -167.8% | +73.1% |
| All | +2,104.3% | +1,002.1% | +1,102.3% | +871.2% |
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 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