+154.7%
EWJ vs HIG
+980.7%
-826.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | 0.0% |
| 7D | +2.9% | -1.1% | +3.9% | +3.0% |
| 30D | +1.1% | -4.9% | +6.0% | +1.8% |
| 3M | +7.1% | +6.8% | +0.3% | +5.9% |
| 6M | +16.2% | -1.7% | +17.9% | +16.2% |
| YTD | +22.0% | -0.2% | +22.2% | +21.7% |
| 1Y | +26.2% | +5.7% | +20.5% | +24.7% |
| 3Y | +73.5% | +100.3% | -26.8% | +55.6% |
| 5Y | +52.7% | +118.5% | -65.8% | +34.7% |
| 10Y | +138.5% | +309.7% | -171.2% | +87.3% |
| All | +154.7% | +980.7% | -826.0% | +43.0% |
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