+117.8%
EW vs HIG
+313.7%
-195.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.7% |
| 7D | -6.2% | -1.5% | -4.7% | -5.7% |
| 30D | -9.3% | -0.4% | -9.0% | -9.2% |
| 3M | -1.6% | +6.7% | -8.3% | -3.8% |
| 6M | -0.8% | +2.0% | -2.8% | -1.8% |
| YTD | -1.0% | +0.3% | -1.3% | -1.6% |
| 1Y | +8.2% | +4.2% | +4.0% | +6.1% |
| 3Y | +12.7% | +102.2% | -89.5% | -12.4% |
| 5Y | -30.2% | +118.5% | -148.7% | -47.9% |
| All | +117.8% | +313.7% | -195.9% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling