+929.0%
EWY vs HD
+1,037.2%
-108.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | +10.4% | -0.5% | +10.9% | +10.7% |
| 30D | -12.7% | +18.5% | -31.2% | -20.0% |
| 3M | -17.3% | +2.2% | -19.5% | -18.9% |
| 6M | -18.6% | +13.8% | -32.4% | -24.7% |
| YTD | +49.5% | +3.4% | +46.1% | +44.9% |
| 1Y | +55.0% | -3.5% | +58.5% | +54.8% |
| 3Y | +159.0% | +29.0% | +130.0% | +120.8% |
| 5Y | +102.5% | +6.1% | +96.4% | +84.9% |
| 10Y | +232.2% | +242.3% | -10.0% | +65.4% |
| All | +929.0% | +1,037.2% | -108.2% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling