+1,244.2%
EWY vs HIG
+337.9%
+906.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.9% |
| 7D | +8.0% | -1.1% | +9.1% | +8.2% |
| 30D | +14.3% | -4.9% | +19.2% | +15.3% |
| 3M | +2.3% | +6.8% | -4.5% | +0.5% |
| 6M | +49.9% | -1.7% | +51.5% | +49.2% |
| YTD | +95.3% | -0.2% | +95.6% | +93.8% |
| 1Y | +161.7% | +5.7% | +156.0% | +156.1% |
| 3Y | +230.2% | +100.3% | +129.9% | +182.2% |
| 5Y | +148.1% | +118.5% | +29.6% | +107.4% |
| 10Y | +293.2% | +309.7% | -16.6% | +180.5% |
| All | +1,244.2% | +337.9% | +906.3% | +745.7% |
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