+52.7%
EFA vs HIG
+116.1%
-63.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.5% | -1.5% | -0.1% | -1.1% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | +3.5% | +6.7% | -3.2% | +0.9% |
| 6M | +9.5% | +2.0% | +7.5% | +8.2% |
| YTD | +12.9% | +0.3% | +12.6% | +12.1% |
| 1Y | +18.2% | +4.2% | +14.0% | +15.5% |
| 3Y | +64.8% | +102.2% | -37.4% | +21.0% |
| All | +52.7% | +116.1% | -63.4% | +6.3% |
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