+715.8%
VTV vs HIG
+250.3%
+465.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -0.5% | -2.8% | +2.3% | 0.0% |
| 3M | +5.3% | +6.3% | -1.0% | +3.9% |
| 6M | +12.9% | -0.1% | +13.0% | +12.6% |
| YTD | +18.5% | +0.4% | +18.0% | +18.1% |
| 1Y | +25.3% | +6.2% | +19.0% | +23.4% |
| 3Y | +68.2% | +101.6% | -33.4% | +45.7% |
| 5Y | +80.6% | +119.8% | -39.2% | +53.5% |
| 10Y | +232.9% | +311.7% | -78.8% | +145.9% |
| All | +715.8% | +250.3% | +465.4% | +469.8% |
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