+65.9%
EW vs HIG
+96.1%
-30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.9% | +2.6% | +2.3% | +4.2% |
| 30D | +23.9% | +4.2% | +19.8% | +22.6% |
| 3M | +15.8% | +0.2% | +15.6% | +15.6% |
| 6M | +31.7% | +4.6% | +27.0% | +29.8% |
| YTD | +25.7% | +1.1% | +24.6% | +24.8% |
| 1Y | +24.4% | +4.7% | +19.7% | +22.2% |
| 3Y | +65.9% | +95.5% | -29.6% | +29.1% |
| All | +65.9% | +96.1% | -30.2% | +29.1% |
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