+39.9%
VSH vs HIG
+110.6%
-70.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | +14.3% | +2.6% | +11.7% | +13.6% |
| 30D | -7.9% | +4.2% | -12.0% | -9.2% |
| 3M | -19.9% | +0.2% | -20.1% | -20.3% |
| 6M | -30.5% | +4.6% | -35.1% | -32.9% |
| YTD | +85.7% | +1.1% | +84.6% | +81.1% |
| 1Y | +98.9% | +4.7% | +94.3% | +90.4% |
| 3Y | +32.1% | +95.5% | -63.4% | -11.1% |
| All | +39.9% | +110.6% | -70.8% | -12.4% |
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 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