Port1

Port2

Port3

Port4

Port5

Port6

Port7

Port8

Port9

Port10

High-Low

excess return

0.0004

0.0002

0.0002

0.0013

0.0011

0.0009

0.0012

−0.0001

−0.0011

−0.0042

−0.0046

t-stats

0.2774

0.1645

0.2756

1.6945

1.9339

1.5919

1.6897

−0.1105

−1.0122

−2.7354

−1.6767

ff3-alpha

0.0002

−0.0004

−0.0005

0.001

0.0008

0.0007

0.0013

0

−0.0003

−0.0027

−0.0029

t-stats

0.1203

−0.3844

−0.8516

1.2035

1.3201

1.3234

1.8821

−0.0049

−0.3018

−1.9742

−1.107