+147.8%
EWY vs HL
+82.6%
+65.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.7% |
| 7D | -0.1% | -4.4% | +4.3% | +1.4% |
| 30D | +7.3% | +9.3% | -2.0% | +3.7% |
| 3M | -5.1% | +32.0% | -37.1% | -14.0% |
| 6M | +42.1% | -6.4% | +48.5% | +39.0% |
| YTD | +94.1% | +3.1% | +91.0% | +87.6% |
| 1Y | +147.8% | +77.6% | +70.3% | +122.8% |
| All | +147.8% | +82.6% | +65.2% | +122.8% |
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