+84.1%
EWZ vs HIG
+304.7%
-220.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +3.9% | +2.8% |
| 7D | +5.6% | -1.1% | +6.7% | +6.0% |
| 30D | +9.3% | -4.9% | +14.2% | +11.6% |
| 3M | +15.7% | +6.8% | +8.9% | +11.9% |
| 6M | +7.4% | -1.7% | +9.1% | +7.6% |
| YTD | +22.7% | -0.2% | +22.9% | +21.8% |
| 1Y | +36.4% | +5.7% | +30.7% | +31.6% |
| 3Y | +50.4% | +100.3% | -49.9% | +5.5% |
| 5Y | +67.6% | +118.5% | -50.9% | +10.7% |
| 10Y | +84.1% | +309.7% | -225.7% | -6.2% |
| All | +84.1% | +304.7% | -220.6% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling