+1,216.9%
VST vs HIG
+290.6%
+926.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +8.9% | +0.3% | +8.6% | +8.7% |
| 30D | +6.2% | -3.2% | +9.4% | +7.5% |
| 3M | -2.7% | +9.1% | -11.9% | -6.8% |
| 6M | -8.4% | -1.8% | -6.6% | -8.5% |
| YTD | -7.2% | +1.8% | -9.0% | -9.0% |
| 1Y | -20.9% | +4.6% | -25.5% | -23.6% |
| 3Y | +384.0% | +101.6% | +282.4% | +247.8% |
| 5Y | +757.1% | +124.5% | +632.6% | +481.5% |
| All | +1,216.9% | +290.6% | +926.3% | +606.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling