+1,250.3%
EWY vs HL
+1,614.3%
-364.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +17.0% | +18.8% | -1.9% | +14.5% |
| 3M | +3.7% | +43.7% | -40.1% | -0.6% |
| 6M | +42.5% | -1.0% | +43.5% | +42.5% |
| YTD | +96.2% | +8.7% | +87.5% | +93.3% |
| 1Y | +160.4% | +105.0% | +55.4% | +137.4% |
| 3Y | +231.7% | +427.3% | -195.6% | +165.0% |
| 5Y | +153.3% | +249.3% | -96.0% | +106.6% |
| 10Y | +308.8% | +284.2% | +24.7% | +199.6% |
| All | +1,250.3% | +1,614.3% | -364.0% | +822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling