+393.0%
EFA vs HIG
+249.3%
+143.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.2% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | -0.7% | -4.9% | +4.2% | +0.2% |
| 3M | +6.4% | +6.8% | -0.4% | +4.9% |
| 6M | +11.4% | -1.7% | +13.1% | +11.4% |
| YTD | +14.0% | -0.2% | +14.2% | +13.7% |
| 1Y | +20.2% | +5.7% | +14.5% | +18.5% |
| 3Y | +68.2% | +100.3% | -32.1% | +46.4% |
| 5Y | +54.8% | +118.5% | -63.7% | +32.1% |
| 10Y | +142.4% | +309.7% | -167.3% | +79.0% |
| All | +393.0% | +249.3% | +143.7% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling