+66.6%
VT vs HIG
+124.5%
-57.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 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% | -1.2% |
| 6M | +12.0% | -1.8% | +13.8% | +12.2% |
| YTD | +15.3% | +1.8% | +13.6% | +13.9% |
| 1Y | +22.6% | +4.6% | +18.0% | +19.5% |
| 3Y | +74.7% | +101.6% | -27.0% | +26.6% |
| All | +66.6% | +124.5% | -57.9% | +11.2% |
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