+55.2%
HYG vs EWT
+523.5%
-468.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.4% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -0.7% | +4.5% | -5.2% | -1.6% |
| 3M | -0.2% | +8.3% | -8.5% | -2.2% |
| 6M | +1.4% | +54.2% | -52.8% | -8.5% |
| YTD | +1.5% | +74.6% | -73.1% | -11.2% |
| 1Y | +2.9% | +84.9% | -82.0% | -11.3% |
| 3Y | +25.6% | +197.5% | -171.9% | -5.3% |
| 5Y | +18.6% | +150.6% | -132.0% | -7.5% |
| All | +55.2% | +523.5% | -468.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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