+432.5%
EWZ vs HIG
+312.9%
+119.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +4.8% | -3.2% | +8.1% | +5.7% |
| 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% | +33.5% |
| 3Y | +43.4% | +101.6% | -58.2% | +19.1% |
| 5Y | +55.9% | +124.5% | -68.5% | +25.5% |
| 10Y | +84.2% | +317.8% | -233.7% | +25.7% |
| All | +432.5% | +312.9% | +119.7% | +188.8% |
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