+49.5%
EWZ vs HIG
+103.2%
-53.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +4.8% | -3.2% | +8.1% | +5.6% |
| 3M | +9.9% | +9.1% | +0.7% | +7.3% |
| 6M | +1.9% | -1.8% | +3.7% | +2.1% |
| YTD | +20.3% | +1.8% | +18.5% | +19.4% |
| 1Y | +35.6% | +4.6% | +31.1% | +33.6% |
| All | +49.5% | +103.2% | -53.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling