+183.8%
VXUS vs HIG
+567.0%
-383.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +2.2% | -3.2% | +5.4% | +3.2% |
| 3M | +3.0% | +9.1% | -6.2% | -0.5% |
| 6M | +10.7% | -1.8% | +12.4% | +10.7% |
| YTD | +17.8% | +1.8% | +16.1% | +16.3% |
| 1Y | +27.6% | +4.6% | +23.0% | +24.4% |
| 3Y | +73.3% | +101.6% | -28.3% | +32.5% |
| 5Y | +54.3% | +124.5% | -70.2% | +12.3% |
| 10Y | +149.8% | +317.8% | -168.0% | +33.2% |
| All | +183.8% | +567.0% | -383.2% | +15.5% |
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 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