+303.5%
EWY vs HLT
+590.2%
-286.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -1.6% | +1.5% | +0.6% |
| 30D | +7.3% | -5.0% | +12.3% | +9.5% |
| 3M | -5.1% | -10.4% | +5.3% | -0.9% |
| 6M | +42.1% | +3.2% | +38.8% | +40.0% |
| YTD | +94.1% | +6.7% | +87.4% | +88.4% |
| 1Y | +147.8% | +10.3% | +137.6% | +136.3% |
| 3Y | +222.9% | +99.3% | +123.6% | +137.8% |
| 5Y | +150.6% | +143.7% | +6.9% | +65.0% |
| All | +303.5% | +590.2% | -286.7% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling