+307.0%
VSH vs HIG
+1,002.1%
-695.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.7% |
| 7D | +4.1% | +0.3% | +3.7% | +3.9% |
| 30D | -4.2% | -3.2% | -0.9% | -3.4% |
| 3M | -50.0% | +9.1% | -59.1% | -51.6% |
| 6M | +80.2% | -1.8% | +82.0% | +79.0% |
| YTD | +121.1% | +1.8% | +119.3% | +117.4% |
| 1Y | +112.0% | +4.6% | +107.4% | +106.5% |
| 3Y | +22.5% | +101.6% | -79.1% | -0.3% |
| 5Y | +64.0% | +124.5% | -60.4% | +29.5% |
| 10Y | +170.4% | +317.8% | -147.4% | +78.7% |
| All | +307.0% | +1,002.1% | -695.0% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling