+55.0%
EWZ vs HIG
+124.5%
-69.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +4.8% | -3.2% | +8.1% | +5.9% |
| 3M | +9.9% | +9.1% | +0.7% | +6.2% |
| 6M | +1.9% | -1.8% | +3.7% | +2.2% |
| YTD | +20.3% | +1.8% | +18.5% | +19.0% |
| 1Y | +35.6% | +4.6% | +31.1% | +32.6% |
| 3Y | +43.4% | +101.6% | -58.2% | +6.2% |
| All | +55.0% | +124.5% | -69.5% | +6.0% |
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