+165.8%
VXUS vs HIG
+559.9%
-394.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -2.2% | +4.4% | -6.6% | -3.7% |
| 3M | -5.4% | 0.0% | -5.4% | -5.7% |
| 6M | -1.2% | +3.8% | -5.0% | -3.2% |
| YTD | +10.4% | +0.7% | +9.7% | +9.1% |
| 1Y | +11.8% | +5.0% | +6.8% | +8.8% |
| 3Y | +68.4% | +95.3% | -27.0% | +30.0% |
| 5Y | +45.9% | +110.8% | -64.9% | +8.3% |
| 10Y | +144.7% | +261.9% | -117.2% | +38.4% |
| All | +165.8% | +559.9% | -394.0% | +8.3% |
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