+164.3%
EWY vs HLT
+13.1%
+151.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | +4.8% | -3.3% | +8.1% | +6.2% |
| 30D | +11.7% | -4.1% | +15.7% | +13.3% |
| 3M | -7.4% | -7.9% | +0.5% | -4.4% |
| 6M | +40.6% | +2.2% | +38.4% | +37.3% |
| YTD | +94.3% | +8.5% | +85.8% | +89.4% |
| 1Y | +164.3% | +12.1% | +152.2% | +160.8% |
| All | +164.3% | +13.1% | +151.2% | +160.8% |
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