+303.5%
EWY vs HAL
+4.5%
+299.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.9% | +3.4% |
| 7D | -0.1% | -3.3% | +3.2% | +0.7% |
| 30D | +7.3% | +8.2% | -0.9% | +5.4% |
| 3M | -5.1% | -9.4% | +4.3% | -3.4% |
| 6M | +42.1% | +0.6% | +41.4% | +40.8% |
| YTD | +94.1% | +28.6% | +65.5% | +81.8% |
| 1Y | +147.8% | +63.9% | +83.9% | +118.6% |
| 3Y | +222.9% | -7.1% | +230.0% | +216.8% |
| 5Y | +150.6% | +102.3% | +48.3% | +94.8% |
| All | +303.5% | +4.5% | +299.0% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling