+6,438.2%
EW vs HIG
+462.4%
+5,975.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.3% | +0.3% | -0.7% | -0.4% |
| 30D | +1.0% | -3.2% | +4.3% | +1.4% |
| 3M | +2.8% | +9.1% | -6.3% | +1.7% |
| 6M | +5.5% | -1.8% | +7.3% | +5.6% |
| YTD | +5.5% | +1.8% | +3.7% | +5.1% |
| 1Y | +11.0% | +4.6% | +6.5% | +10.2% |
| 3Y | +17.7% | +101.6% | -83.9% | +7.7% |
| 5Y | -25.7% | +124.5% | -150.2% | -33.1% |
| 10Y | +132.8% | +317.8% | -185.0% | +92.6% |
| All | +6,438.2% | +462.4% | +5,975.8% | +5,453.1% |
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 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