+303.5%
EWY vs HRB
+209.1%
+94.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -0.1% | -8.0% | +8.0% | +1.0% |
| 30D | +7.3% | -16.0% | +23.3% | +9.6% |
| 3M | -5.1% | +26.9% | -32.0% | -9.3% |
| 6M | +42.1% | +51.1% | -9.1% | +30.2% |
| YTD | +94.1% | +7.1% | +87.1% | +89.6% |
| 1Y | +147.8% | -9.6% | +157.4% | +149.9% |
| 3Y | +222.9% | +25.4% | +197.5% | +198.2% |
| 5Y | +150.6% | +114.9% | +35.7% | +100.0% |
| All | +303.5% | +209.1% | +94.3% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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