+1,236.8%
EWY vs HD
+948.4%
+288.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.2% |
| 7D | +4.8% | -2.1% | +6.9% | +5.9% |
| 30D | +11.7% | -8.4% | +20.1% | +16.3% |
| 3M | -7.4% | +4.3% | -11.7% | -9.8% |
| 6M | +40.6% | -11.1% | +51.7% | +47.9% |
| YTD | +94.3% | -4.7% | +98.9% | +97.4% |
| 1Y | +164.3% | -19.8% | +184.1% | +190.2% |
| 3Y | +221.0% | +4.1% | +216.9% | +205.9% |
| 5Y | +139.1% | +10.3% | +128.8% | +115.4% |
| 10Y | +298.8% | +203.2% | +95.6% | +112.1% |
| All | +1,236.8% | +948.4% | +288.5% | +207.3% |
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 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