+164.3%
EWY vs HL
+134.7%
+29.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.4% |
| 7D | +4.8% | +1.5% | +3.3% | +4.1% |
| 30D | +11.7% | +25.1% | -13.4% | +3.2% |
| 3M | -7.4% | +22.9% | -30.3% | -14.2% |
| 6M | +40.6% | -4.9% | +45.5% | +36.2% |
| YTD | +94.3% | +7.8% | +86.4% | +85.2% |
| 1Y | +164.3% | +133.9% | +30.4% | +133.5% |
| All | +164.3% | +134.7% | +29.6% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling