+348.0%
VT vs HIG
+203.5%
+144.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.9% |
| 7D | -4.2% | +3.8% | -8.0% | -4.8% |
| 30D | -5.8% | +8.1% | -13.9% | -7.2% |
| 3M | -5.2% | -4.1% | -1.1% | -4.6% |
| 6M | +0.1% | +3.1% | -3.0% | -0.8% |
| YTD | +8.2% | +0.8% | +7.4% | +7.6% |
| 1Y | +10.1% | +8.8% | +1.3% | +7.9% |
| 3Y | +69.7% | +95.2% | -25.5% | +48.5% |
| 5Y | +53.4% | +110.8% | -57.5% | +32.0% |
| 10Y | +219.2% | +292.6% | -73.4% | +139.2% |
| All | +348.0% | +203.5% | +144.5% | +210.0% |
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