+151.7%
HYG vs EWZ
+65.7%
+86.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -0.2% | +10.8% | -11.0% | -1.9% |
| 6M | +1.4% | +2.5% | -1.1% | +0.8% |
| YTD | +1.5% | +21.4% | -19.9% | -2.0% |
| 1Y | +2.9% | +32.8% | -29.9% | -2.1% |
| 3Y | +25.6% | +45.2% | -19.6% | +17.0% |
| 5Y | +18.6% | +63.0% | -44.4% | +6.8% |
| 10Y | +55.7% | +93.2% | -37.4% | +27.9% |
| All | +151.7% | +65.7% | +86.0% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling