+55.2%
HYG vs EWZ
+94.8%
-39.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | -0.7% | +12.8% | -13.5% | -2.2% |
| 3M | -0.2% | +10.8% | -11.0% | -1.5% |
| 6M | +1.4% | +2.5% | -1.1% | +0.9% |
| YTD | +1.5% | +21.4% | -19.9% | -1.3% |
| 1Y | +2.9% | +32.8% | -29.9% | -1.1% |
| 3Y | +25.6% | +45.2% | -19.6% | +18.6% |
| 5Y | +18.6% | +63.0% | -44.4% | +9.0% |
| All | +55.2% | +94.8% | -39.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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