+25.5%
VZ vs HIG
+124.5%
-99.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +7.9% | -3.2% | +11.1% | +8.8% |
| 3M | +13.6% | +9.1% | +4.5% | +10.9% |
| 6M | +1.1% | -1.8% | +2.9% | +1.3% |
| YTD | +29.3% | +1.8% | +27.5% | +28.3% |
| 1Y | +21.2% | +4.6% | +16.7% | +19.4% |
| 3Y | +75.9% | +101.6% | -25.7% | +47.2% |
| All | +25.5% | +124.5% | -99.0% | +1.4% |
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