+65.4%
IEFA vs HIG
+101.1%
-35.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +3.4% | +6.7% | -3.3% | +1.6% |
| 6M | +9.5% | +2.0% | +7.5% | +8.6% |
| YTD | +13.0% | +0.3% | +12.8% | +12.6% |
| 1Y | +18.0% | +4.2% | +13.8% | +16.2% |
| 3Y | +65.4% | +102.2% | -36.9% | +37.7% |
| All | +65.4% | +101.1% | -35.8% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling