+62.4%
EWY vs HD
-3.1%
+65.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -3.2% |
| 7D | -8.3% | +11.9% | -20.2% | -10.7% |
| 30D | -20.5% | +26.4% | -47.0% | -26.0% |
| 3M | -11.1% | +2.8% | -13.9% | -10.4% |
| 6M | -7.0% | +15.5% | -22.5% | -12.1% |
| YTD | +56.5% | +5.5% | +50.9% | +55.6% |
| 1Y | +62.4% | -4.6% | +67.0% | +63.3% |
| All | +62.4% | -3.1% | +65.6% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 1y: compounded portfolio wealth divided by compounded HD 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…
1y analysis · Full analysis span regression · 6 months rolling