+109.7%
VSH vs HIG
+7.0%
+102.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.8% |
| 7D | +3.1% | -2.3% | +5.4% | +1.2% |
| 30D | -5.7% | -1.2% | -4.5% | -6.3% |
| 3M | -42.5% | +6.3% | -48.8% | -40.0% |
| 6M | +82.7% | +0.6% | +82.1% | +89.1% |
| YTD | +118.2% | +0.6% | +117.6% | +125.6% |
| 1Y | +109.7% | +6.1% | +103.6% | +126.4% |
| All | +109.7% | +7.0% | +102.7% | +126.4% |
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