+588.9%
VST vs HIG
+104.7%
+484.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.8% | +11.2% |
| 7D | -9.8% | +1.1% | -10.9% | -10.3% |
| 30D | -25.1% | +5.6% | -30.7% | -26.9% |
| 3M | -11.6% | -6.9% | -4.7% | -9.9% |
| 6M | -20.9% | +1.3% | -22.2% | -22.3% |
| YTD | -22.3% | -1.5% | -20.8% | -23.3% |
| 1Y | -32.0% | +6.6% | -38.6% | -35.3% |
| 3Y | +262.4% | +91.2% | +171.2% | +155.5% |
| All | +588.9% | +104.7% | +484.2% | +362.6% |
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 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