+226.4%
EWY vs HD
+1.8%
+224.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +6.7% | -1.8% | +8.5% | +7.4% |
| 30D | +17.0% | -10.8% | +27.8% | +22.0% |
| 3M | +3.7% | -2.7% | +6.3% | +4.0% |
| 6M | +42.5% | -10.3% | +52.8% | +47.3% |
| YTD | +96.2% | -7.8% | +104.1% | +100.8% |
| 1Y | +160.4% | -23.1% | +183.5% | +185.1% |
| All | +226.4% | +1.8% | +224.6% | +200.3% |
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