+58.6%
VT vs HIG
+111.3%
-52.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -0.1% | +2.1% | -2.3% | -0.8% |
| 30D | -3.1% | +6.7% | -9.8% | -5.2% |
| 3M | -3.5% | -1.9% | -1.6% | -3.1% |
| 6M | +0.5% | +5.3% | -4.9% | -2.0% |
| YTD | +10.8% | +1.3% | +9.4% | +9.4% |
| 1Y | +11.9% | +7.2% | +4.7% | +8.0% |
| 3Y | +73.0% | +96.6% | -23.7% | +26.1% |
| 5Y | +58.6% | +110.0% | -51.4% | +9.4% |
| All | +58.6% | +111.3% | -52.7% | +9.4% |
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