+1,244.2%
EWY vs HRB
+1,217.7%
+26.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.0% | +2.2% |
| 7D | +8.0% | -9.1% | +17.1% | +10.6% |
| 30D | +14.3% | +0.3% | +14.1% | +13.6% |
| 3M | +2.3% | +23.4% | -21.1% | -5.3% |
| 6M | +49.9% | +45.1% | +4.7% | +29.8% |
| YTD | +95.3% | +8.9% | +86.5% | +82.6% |
| 1Y | +161.7% | -7.9% | +169.6% | +155.9% |
| 3Y | +230.2% | +27.9% | +202.2% | +184.8% |
| 5Y | +148.1% | +108.3% | +39.8% | +76.9% |
| 10Y | +293.2% | +208.4% | +84.7% | +120.4% |
| All | +1,244.2% | +1,217.7% | +26.5% | +367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling