+308.8%
EWY vs HD
+203.3%
+105.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +6.7% | -1.8% | +8.5% | +7.6% |
| 30D | +17.0% | -10.8% | +27.8% | +23.1% |
| 3M | +3.7% | -2.7% | +6.3% | +4.3% |
| 6M | +42.5% | -10.3% | +52.8% | +48.9% |
| YTD | +96.2% | -7.8% | +104.1% | +102.3% |
| 1Y | +160.4% | -23.1% | +183.5% | +191.0% |
| 3Y | +231.7% | +2.0% | +229.7% | +217.7% |
| 5Y | +153.3% | +6.2% | +147.0% | +130.5% |
| 10Y | +308.8% | +210.2% | +98.7% | +130.2% |
| All | +308.8% | +203.3% | +105.6% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling