+303.5%
EWY vs HL
+273.7%
+29.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.4% |
| 7D | -0.1% | -4.4% | +4.3% | +0.6% |
| 30D | +7.3% | +9.3% | -2.0% | +5.6% |
| 3M | -5.1% | +32.0% | -37.1% | -9.3% |
| 6M | +42.1% | -6.4% | +48.5% | +42.9% |
| YTD | +94.1% | +3.1% | +91.0% | +91.4% |
| 1Y | +147.8% | +77.6% | +70.3% | +125.0% |
| 3Y | +222.9% | +392.8% | -169.9% | +146.2% |
| 5Y | +150.6% | +234.1% | -83.5% | +95.0% |
| All | +303.5% | +273.7% | +29.8% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling