-29.4%
EW vs HIG
+117.6%
-147.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -6.4% | -2.8% | -3.5% | -5.6% |
| 3M | -1.6% | +6.3% | -7.9% | -3.5% |
| 6M | +2.3% | -0.1% | +2.4% | +1.9% |
| YTD | +1.1% | +0.4% | +0.7% | +0.5% |
| 1Y | +8.0% | +6.2% | +1.8% | +5.2% |
| 3Y | +16.3% | +101.6% | -85.3% | -10.4% |
| 5Y | -29.4% | +119.8% | -149.2% | -49.2% |
| All | -29.4% | +117.6% | -147.0% | -49.2% |
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