+67.0%
VSH vs HIG
+117.6%
-50.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | -4.4% | -2.8% | -1.5% | -3.6% |
| 3M | -45.8% | +6.3% | -52.2% | -47.8% |
| 6M | +90.1% | -0.1% | +90.2% | +87.3% |
| YTD | +120.3% | +0.4% | +119.9% | +116.1% |
| 1Y | +112.2% | +6.2% | +106.0% | +101.5% |
| 3Y | +36.6% | +101.6% | -65.0% | -9.4% |
| 5Y | +67.0% | +119.8% | -52.8% | +1.3% |
| All | +67.0% | +117.6% | -50.6% | +1.3% |
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