+148.1%
EWY vs HD
+8.2%
+139.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.4% |
| 7D | +8.0% | -1.2% | +9.2% | +8.5% |
| 30D | +14.3% | -11.1% | +25.5% | +19.3% |
| 3M | +2.3% | +2.0% | +0.3% | +0.9% |
| 6M | +49.9% | -10.5% | +60.3% | +55.1% |
| YTD | +95.3% | -6.9% | +102.2% | +99.3% |
| 1Y | +161.7% | -23.2% | +184.9% | +185.6% |
| 3Y | +230.2% | +3.1% | +227.1% | +218.0% |
| 5Y | +148.1% | +7.4% | +140.7% | +126.6% |
| All | +148.1% | +8.2% | +139.9% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling