+61.1%
VZ vs HIG
+304.7%
-243.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | +7.1% | -4.9% | +12.0% | +8.2% |
| 3M | +12.8% | +6.8% | +6.0% | +11.2% |
| 6M | +1.8% | -1.7% | +3.5% | +2.0% |
| YTD | +30.0% | -0.2% | +30.2% | +29.8% |
| 1Y | +24.3% | +5.7% | +18.6% | +22.6% |
| 3Y | +84.3% | +100.3% | -16.0% | +60.0% |
| 5Y | +25.9% | +118.5% | -92.6% | +6.7% |
| 10Y | +61.1% | +309.7% | -248.6% | +29.7% |
| All | +61.1% | +304.7% | -243.6% | +29.7% |
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