+63.2%
EFA vs HIG
+101.8%
-38.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -2.2% | -1.2% | -1.0% | -2.0% |
| 3M | +5.7% | +6.3% | -0.6% | +3.9% |
| 6M | +8.2% | +0.6% | +7.6% | +7.7% |
| YTD | +11.8% | +0.6% | +11.2% | +11.2% |
| 1Y | +18.3% | +6.1% | +12.2% | +15.9% |
| All | +63.2% | +101.8% | -38.5% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling