+387.0%
VNQ vs HIG
+257.3%
+129.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -2.2% | -2.8% | +0.6% | -1.5% |
| 3M | -1.9% | +6.3% | -8.3% | -3.6% |
| 6M | +3.2% | -0.1% | +3.3% | +3.1% |
| YTD | +9.4% | +0.4% | +9.0% | +9.0% |
| 1Y | +7.5% | +6.2% | +1.3% | +5.4% |
| 3Y | +31.1% | +101.6% | -70.6% | +8.2% |
| 5Y | +6.6% | +119.8% | -113.3% | -14.4% |
| 10Y | +63.9% | +311.7% | -247.8% | +8.2% |
| All | +387.0% | +257.3% | +129.7% | +207.4% |
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