+164.3%
EWY vs HAL
+74.7%
+89.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +4.8% | +2.9% | +1.9% | +4.4% |
| 30D | +11.7% | +17.0% | -5.4% | +9.3% |
| 3M | -7.4% | -9.7% | +2.2% | -5.5% |
| 6M | +40.6% | +8.6% | +31.9% | +37.0% |
| YTD | +94.3% | +33.0% | +61.3% | +84.0% |
| 1Y | +164.3% | +68.3% | +96.0% | +151.3% |
| All | +164.3% | +74.7% | +89.6% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling