+591.5%
EWT vs HIG
+351.6%
+239.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +9.4% | -2.8% | +12.2% | +9.8% |
| 3M | +10.9% | +6.3% | +4.5% | +9.5% |
| 6M | +57.9% | -0.1% | +58.0% | +57.3% |
| YTD | +75.9% | +0.4% | +75.5% | +75.0% |
| 1Y | +89.7% | +6.2% | +83.5% | +86.8% |
| 3Y | +200.9% | +101.6% | +99.3% | +165.7% |
| 5Y | +154.5% | +119.8% | +34.7% | +120.7% |
| 10Y | +520.8% | +311.7% | +209.0% | +372.3% |
| All | +591.5% | +351.6% | +239.9% | +321.3% |
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