+149.4%
EWT vs HIG
+116.1%
+33.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -1.5% | +0.3% | -0.9% |
| 30D | +4.5% | -0.4% | +4.8% | +4.5% |
| 3M | +8.3% | +6.7% | +1.6% | +6.5% |
| 6M | +54.2% | +2.0% | +52.3% | +52.8% |
| YTD | +74.6% | +0.3% | +74.3% | +73.6% |
| 1Y | +84.9% | +4.2% | +80.7% | +81.8% |
| 3Y | +197.5% | +102.2% | +95.3% | +135.4% |
| All | +149.4% | +116.1% | +33.4% | +88.5% |
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