+819.5%
EWY vs HBM
+654.4%
+165.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | -0.8% |
| 7D | +8.0% | +7.4% | +0.7% | +6.2% |
| 30D | +14.3% | +5.1% | +9.3% | +12.9% |
| 3M | +2.3% | +11.1% | -8.8% | -0.2% |
| 6M | +49.9% | +30.2% | +19.6% | +41.4% |
| YTD | +95.3% | +46.2% | +49.1% | +79.0% |
| 1Y | +161.7% | +120.0% | +41.7% | +118.1% |
| 3Y | +230.2% | +527.4% | -297.3% | +110.6% |
| 5Y | +148.1% | +400.4% | -252.3% | +57.8% |
| 10Y | +293.2% | +621.5% | -328.4% | +92.3% |
| All | +819.5% | +654.4% | +165.1% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling