+513.6%
EWT vs HIG
+313.7%
+200.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -1.5% | +0.3% | -0.8% |
| 30D | +4.5% | -0.4% | +4.8% | +4.5% |
| 3M | +8.3% | +6.7% | +1.6% | +6.4% |
| 6M | +54.2% | +2.0% | +52.3% | +52.7% |
| YTD | +74.6% | +0.3% | +74.3% | +73.4% |
| 1Y | +84.9% | +4.2% | +80.7% | +81.8% |
| 3Y | +197.5% | +102.2% | +95.3% | +148.2% |
| 5Y | +150.6% | +118.5% | +32.1% | +103.7% |
| All | +513.6% | +313.7% | +200.0% | +330.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling