+296.7%
VST vs HIG
+96.1%
+200.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +6.6% | +2.6% | +4.0% | +6.2% |
| 30D | -12.4% | +4.2% | -16.6% | -13.1% |
| 3M | -9.0% | +0.2% | -9.2% | -9.2% |
| 6M | -6.4% | +4.6% | -11.1% | -7.9% |
| YTD | -17.2% | +1.1% | -18.3% | -18.1% |
| 1Y | -22.0% | +4.7% | -26.7% | -24.0% |
| 3Y | +296.7% | +95.5% | +201.2% | +192.1% |
| All | +296.7% | +96.1% | +200.6% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling