+148.7%
EWY vs HIG
+116.1%
+32.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.1% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | -5.1% | +6.7% | -11.8% | -6.9% |
| 6M | +42.1% | +2.0% | +40.1% | +40.5% |
| YTD | +94.1% | +0.3% | +93.8% | +92.7% |
| 1Y | +147.8% | +4.2% | +143.6% | +142.7% |
| 3Y | +222.9% | +102.2% | +120.7% | +144.4% |
| All | +148.7% | +116.1% | +32.7% | +78.8% |
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