+303.5%
EWY vs HBM
+619.2%
-315.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -0.1% | -3.3% | +3.2% | +0.7% |
| 30D | +7.3% | -4.8% | +12.1% | +8.5% |
| 3M | -5.1% | -0.4% | -4.7% | -5.2% |
| 6M | +42.1% | +17.9% | +24.2% | +37.1% |
| YTD | +94.1% | +33.7% | +60.4% | +81.7% |
| 1Y | +147.8% | +95.6% | +52.2% | +112.6% |
| 3Y | +222.9% | +458.1% | -235.2% | +113.3% |
| 5Y | +150.6% | +329.0% | -178.4% | +66.5% |
| All | +303.5% | +619.2% | -315.7% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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