-7.4%
EW vs HIG
+109.1%
-116.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +22.5% | +5.4% | +17.1% | +20.4% |
| 3M | +13.0% | -0.9% | +13.9% | +13.2% |
| 6M | +37.1% | +4.8% | +32.3% | +34.7% |
| YTD | +24.1% | +0.9% | +23.2% | +23.1% |
| 1Y | +24.2% | +6.5% | +17.8% | +20.9% |
| 3Y | +64.8% | +95.7% | -31.0% | +27.3% |
| 5Y | -7.4% | +107.1% | -114.5% | -30.5% |
| All | -7.4% | +109.1% | -116.5% | -30.5% |
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