Port1

Port2

Port3

Port4

Port5

Port6

Port7

Port8

Port9

Port10

High-Low

excess return

0.0041

0.0025

0.001

−0.0007

−0.0002

−0.0005

0.0002

−0.0001

−0.0022

−0.0042

−0.0083

t-stats

1.8024

1.5801

0.7901

−0.9148

−0.3108

−0.8267

0.2417

−0.119

−1.2451

−1.6978

−1.8202

ff3-alpha

0.0028

0.0017

0.0004

−0.001

−0.0004

−0.0006

0.0005

0.0006

−0.0014

−0.0028

−0.0056

t-stats

1.2017

1.1157

0.3241

1.377

−0.5657

−0.9225

0.5773

0.5186

−0.8166

−1.1922

−1.2474