${\alpha }_{i,t}$

$R_{mt}-R_{ft}$

$SM{B}_t$

$HM{L}_t$

调整后R²

绿色证券投资基金(1)

−0.0158^***

0.6211^***

0.2331^***

−0.6801^***

0.9105

(−3.0522)

(13.3159)

(3.3812)

(−7.2213)

传统基金(2)

−0.0125^***

0.5441^***

0.2280^***

−0.4995^***

0.8547

(−4.8077)

(15.5736)

(4.5630)

(−6.6572)

(1)~(2)

−0.0033

0.0770^***

0.0051

−0.1806^***

0.7186

(−0.6521)

(5.9231)

(0.2684)

(−9.5053)