+644.6%
VRT vs HIG
+99.1%
+545.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.6% | +3.7% |
| 7D | +13.6% | -1.1% | +14.7% | +13.6% |
| 30D | +6.8% | -4.9% | +11.7% | +6.8% |
| 3M | -3.2% | +6.8% | -10.0% | -4.1% |
| 6M | +20.3% | -1.7% | +22.0% | +20.8% |
| YTD | +79.6% | -0.2% | +79.8% | +79.7% |
| 1Y | +139.0% | +5.7% | +133.3% | +135.4% |
| 3Y | +644.6% | +100.3% | +544.3% | +467.3% |
| All | +644.6% | +99.1% | +545.5% | +467.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling