+84.9%
VUG vs HIG
+101.4%
-16.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.7% | -2.8% | +1.1% | -1.3% |
| 3M | +2.8% | +6.3% | -3.5% | +1.4% |
| 6M | +13.6% | -0.1% | +13.7% | +13.4% |
| YTD | +8.1% | +0.4% | +7.6% | +7.7% |
| 1Y | +13.1% | +6.2% | +6.8% | +11.0% |
| All | +84.9% | +101.4% | -16.5% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling