+222.9%
EWY vs HLT
+99.0%
+123.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.4% |
| 3M | -5.1% | -10.4% | +5.3% | -0.9% |
| 6M | +42.1% | +3.2% | +38.8% | +39.8% |
| YTD | +94.1% | +6.7% | +87.4% | +88.2% |
| 1Y | +147.8% | +10.3% | +137.6% | +136.9% |
| 3Y | +222.9% | +99.3% | +123.6% | +129.6% |
| All | +222.9% | +99.0% | +123.9% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling