+1,024.4%
VRT vs HIG
+122.5%
+901.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.6% | +4.5% |
| 7D | +13.6% | -1.1% | +14.7% | +14.1% |
| 30D | +6.8% | -4.9% | +11.7% | +8.9% |
| 3M | -3.2% | +6.8% | -10.0% | -7.5% |
| 6M | +20.3% | -1.7% | +22.0% | +19.5% |
| YTD | +79.6% | -0.2% | +79.8% | +76.2% |
| 1Y | +139.0% | +5.7% | +133.3% | +124.6% |
| 3Y | +644.6% | +100.3% | +544.3% | +308.9% |
| 5Y | +1,024.4% | +118.5% | +905.9% | +459.3% |
| All | +1,024.4% | +122.5% | +901.8% | +459.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling