+303.5%
EWY vs HPQ
+259.7%
+43.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.4% | -5.2% | +0.8% |
| 7D | -0.1% | +9.8% | -9.8% | -2.9% |
| 30D | +7.3% | +22.4% | -15.0% | +0.7% |
| 3M | -5.1% | +45.2% | -50.3% | -16.3% |
| 6M | +42.1% | +96.4% | -54.4% | +12.4% |
| YTD | +94.1% | +65.4% | +28.7% | +61.6% |
| 1Y | +147.8% | +31.6% | +116.3% | +121.3% |
| 3Y | +222.9% | +37.0% | +185.9% | +174.4% |
| 5Y | +150.6% | +53.0% | +97.6% | +96.9% |
| All | +303.5% | +259.7% | +43.8% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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