+910.6%
EWY vs HAL
+107.6%
+803.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.7% |
| 7D | +4.2% | +6.1% | -1.9% | +2.5% |
| 30D | -10.7% | +2.9% | -13.6% | -11.4% |
| 3M | -20.1% | +3.3% | -23.4% | -21.0% |
| 6M | -24.3% | -16.9% | -7.4% | -20.7% |
| YTD | +46.9% | +21.2% | +25.7% | +37.2% |
| 1Y | +55.2% | +27.5% | +27.6% | +42.7% |
| 3Y | +157.0% | -6.4% | +163.4% | +149.9% |
| 5Y | +98.9% | +58.0% | +40.9% | +56.1% |
| 10Y | +226.3% | -14.6% | +240.9% | +160.2% |
| All | +910.6% | +107.6% | +803.0% | +446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling