+1,142.3%
VST vs HIG
+268.2%
+874.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +10.9% | -0.7% | +11.6% | +11.1% |
| 30D | -15.6% | +5.4% | -21.0% | -17.8% |
| 3M | -7.8% | -0.9% | -6.8% | -8.1% |
| 6M | -12.0% | +4.8% | -16.8% | -14.8% |
| YTD | -16.9% | +0.9% | -17.8% | -18.8% |
| 1Y | -25.1% | +6.5% | -31.5% | -28.6% |
| 3Y | +297.1% | +95.7% | +201.3% | +186.9% |
| 5Y | +641.9% | +107.1% | +534.8% | +417.2% |
| 10Y | +1,142.3% | +262.6% | +879.7% | +544.4% |
| All | +1,142.3% | +268.2% | +874.1% | +544.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling