+20.2%
VZ vs HIG
+104.7%
-84.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.3% |
| 7D | +2.1% | +1.1% | +1.1% | +1.8% |
| 30D | +1.4% | +5.6% | -4.2% | -0.1% |
| 3M | -1.3% | -6.9% | +5.6% | +0.6% |
| 6M | -0.5% | +1.3% | -1.8% | -1.1% |
| YTD | +19.6% | -1.5% | +21.1% | +19.8% |
| 1Y | +22.4% | +6.6% | +15.8% | +20.0% |
| 3Y | +55.9% | +91.2% | -35.3% | +32.5% |
| All | +20.2% | +104.7% | -84.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling