+273.6%
EWY vs HLT
+641.9%
-368.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +1.2% | -2.6% | +3.8% | +2.3% |
| 30D | +9.3% | -2.6% | +11.9% | +10.3% |
| 3M | +2.4% | -9.4% | +11.8% | +6.4% |
| 6M | +40.3% | +2.7% | +37.5% | +38.6% |
| YTD | +88.0% | +6.8% | +81.2% | +82.7% |
| 1Y | +143.8% | +12.4% | +131.5% | +131.2% |
| 3Y | +217.8% | +100.2% | +117.6% | +136.7% |
| 5Y | +142.7% | +143.7% | -1.0% | +63.0% |
| 10Y | +291.7% | +584.9% | -293.2% | +73.3% |
| All | +273.6% | +641.9% | -368.4% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling