+223.0%
VT vs HIG
+318.8%
-95.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +1.0% | -3.2% | +4.2% | +2.0% |
| 3M | +2.4% | +9.1% | -6.8% | -0.8% |
| 6M | +12.0% | -1.8% | +13.8% | +12.1% |
| YTD | +15.3% | +1.8% | +13.6% | +14.0% |
| 1Y | +22.6% | +4.6% | +18.0% | +19.8% |
| 3Y | +74.7% | +101.6% | -27.0% | +36.1% |
| 5Y | +66.1% | +124.5% | -58.3% | +23.9% |
| All | +223.0% | +318.8% | -95.8% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling