+65.5%
VZ vs HIG
+270.3%
-204.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +10.6% | +4.5% | +6.1% | +9.6% |
| 3M | -0.6% | -5.5% | +4.9% | +0.5% |
| 6M | +0.7% | +3.1% | -2.3% | 0.0% |
| YTD | +20.6% | -0.8% | +21.4% | +20.6% |
| 1Y | +22.7% | +6.1% | +16.6% | +21.0% |
| 3Y | +57.2% | +94.1% | -36.9% | +37.3% |
| 5Y | +21.4% | +106.4% | -85.0% | +3.9% |
| 10Y | +65.5% | +265.1% | -199.6% | +43.3% |
| All | +65.5% | +270.3% | -204.9% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling