+1,250.3%
EWY vs HIG
+340.8%
+909.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +6.7% | -0.5% | +7.1% | +6.7% |
| 30D | +17.0% | -2.8% | +19.8% | +17.5% |
| 3M | +3.7% | +6.3% | -2.7% | +1.9% |
| 6M | +42.5% | -0.1% | +42.6% | +41.4% |
| YTD | +96.2% | +0.4% | +95.8% | +94.4% |
| 1Y | +160.4% | +6.2% | +154.1% | +154.5% |
| 3Y | +231.7% | +101.6% | +130.1% | +183.1% |
| 5Y | +153.3% | +119.8% | +33.4% | +111.4% |
| 10Y | +308.8% | +311.7% | -2.9% | +191.4% |
| All | +1,250.3% | +340.8% | +909.5% | +748.5% |
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 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