+81.7%
VRT vs HIG
+7.0%
+74.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.5% |
| 7D | -7.7% | -2.3% | -5.4% | -9.2% |
| 30D | -12.0% | -1.2% | -10.7% | -12.5% |
| 3M | -11.7% | +6.3% | -18.0% | -7.1% |
| 6M | -8.1% | +0.6% | -8.7% | -4.9% |
| YTD | +53.2% | +0.6% | +52.6% | +60.0% |
| 1Y | +81.7% | +6.1% | +75.6% | +102.7% |
| All | +81.7% | +7.0% | +74.7% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling