+645.9%
VST vs HIG
+107.2%
+538.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +19.2% | -0.1% | +19.3% | +19.1% |
| 30D | -17.2% | +4.4% | -21.5% | -18.7% |
| 3M | -8.1% | 0.0% | -8.2% | -8.7% |
| 6M | -8.1% | +3.8% | -11.9% | -10.4% |
| YTD | -16.3% | +0.7% | -16.9% | -17.8% |
| 1Y | -24.1% | +5.0% | -29.1% | -27.1% |
| 3Y | +300.2% | +95.3% | +204.9% | +179.7% |
| 5Y | +645.9% | +110.8% | +535.1% | +399.1% |
| All | +645.9% | +107.2% | +538.7% | +399.1% |
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 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