+226.4%
EWY vs HAL
-4.5%
+231.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +6.7% | -1.3% | +8.0% | +6.9% |
| 30D | +17.0% | +10.9% | +6.1% | +14.8% |
| 3M | +3.7% | -5.8% | +9.5% | +4.6% |
| 6M | +42.5% | +8.1% | +34.4% | +39.4% |
| YTD | +96.2% | +33.2% | +63.0% | +84.5% |
| 1Y | +160.4% | +74.2% | +86.2% | +132.6% |
| All | +226.4% | -4.5% | +231.0% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling