+23.6%
VRT vs HIG
+5.3%
+18.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.2% |
| 7D | +10.5% | +2.6% | +7.9% | +13.3% |
| 30D | -9.3% | +4.2% | -13.5% | -4.9% |
| 3M | -29.6% | +0.2% | -29.8% | -28.4% |
| 6M | -45.4% | +4.6% | -50.0% | -41.7% |
| YTD | +24.8% | +1.1% | +23.7% | +33.5% |
| 1Y | +23.6% | +4.7% | +18.9% | +36.4% |
| All | +23.6% | +5.3% | +18.3% | +36.4% |
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 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