+774.8%
VST vs HIG
+118.8%
+656.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.0% | -2.3% | +4.2% | +2.8% |
| 30D | +1.5% | -1.2% | +2.7% | +1.8% |
| 3M | +6.3% | +6.3% | 0.0% | +3.3% |
| 6M | -10.3% | +0.6% | -10.9% | -11.3% |
| YTD | -8.6% | +0.6% | -9.2% | -9.9% |
| 1Y | -29.3% | +6.1% | -35.4% | -32.2% |
| 3Y | +344.9% | +102.0% | +243.0% | +210.7% |
| 5Y | +774.8% | +119.2% | +655.6% | +489.5% |
| All | +774.8% | +118.8% | +656.1% | +489.5% |
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