+349.8%
EWZ vs HIG
+299.8%
+50.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | -1.5% | +1.1% | -2.5% | -1.8% |
| 30D | -24.5% | +5.6% | -30.1% | -25.6% |
| 3M | -10.7% | -6.9% | -3.8% | -9.3% |
| 6M | -19.1% | +1.3% | -20.4% | -19.6% |
| YTD | +1.6% | -1.5% | +3.1% | +1.5% |
| 1Y | +4.3% | +6.6% | -2.3% | +2.1% |
| 3Y | +19.0% | +91.2% | -72.2% | 0.0% |
| 5Y | +57.7% | +106.1% | -48.4% | +29.4% |
| 10Y | +51.3% | +283.7% | -232.4% | +5.2% |
| All | +349.8% | +299.8% | +50.0% | +145.6% |
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