+161.6%
EWY vs HD
+30.7%
+130.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +10.4% | -0.5% | +10.9% | +10.6% |
| 30D | -12.7% | +18.5% | -31.2% | -17.7% |
| 3M | -17.3% | +2.2% | -19.5% | -17.8% |
| 6M | -18.6% | +13.8% | -32.4% | -22.9% |
| YTD | +49.5% | +3.4% | +46.1% | +47.0% |
| 1Y | +55.0% | -3.5% | +58.5% | +55.9% |
| All | +161.6% | +30.7% | +130.9% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling