+62.4%
EWY vs HST
+76.4%
-14.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.4% |
| 7D | -8.3% | +3.3% | -11.6% | -9.5% |
| 30D | -20.5% | +16.4% | -36.9% | -25.3% |
| 3M | -11.1% | +5.5% | -16.6% | -13.0% |
| 6M | -7.0% | +31.1% | -38.1% | -18.8% |
| YTD | +56.5% | +55.9% | +0.5% | +30.8% |
| 1Y | +62.4% | +75.6% | -13.2% | +36.1% |
| All | +62.4% | +76.4% | -14.0% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling