+1,205.2%
VST vs HIG
+270.3%
+934.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.6% |
| 30D | -17.1% | +4.5% | -21.5% | -18.9% |
| 3M | -4.6% | -5.5% | +0.9% | -3.2% |
| 6M | -9.1% | +3.1% | -12.2% | -11.4% |
| YTD | -16.6% | -0.8% | -15.8% | -18.0% |
| 1Y | -29.5% | +6.1% | -35.6% | -32.7% |
| 3Y | +297.5% | +94.1% | +203.4% | +188.0% |
| 5Y | +654.5% | +106.4% | +548.1% | +426.4% |
| 10Y | +1,205.2% | +265.1% | +940.2% | +566.6% |
| All | +1,205.2% | +270.3% | +934.9% | +566.6% |
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 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