+62.4%
EWY vs HLT
+46.7%
+15.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -3.0% |
| 7D | -8.3% | +7.7% | -16.0% | -10.5% |
| 30D | -20.5% | +19.1% | -39.7% | -25.5% |
| 3M | -11.1% | +20.7% | -31.8% | -17.5% |
| 6M | -7.0% | +21.0% | -28.0% | -14.2% |
| YTD | +56.5% | +31.3% | +25.2% | +39.4% |
| 1Y | +62.4% | +45.9% | +16.6% | +43.5% |
| All | +62.4% | +46.7% | +15.8% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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