+303.5%
EWY vs HST
+110.3%
+193.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.1% |
| 7D | -0.1% | +0.9% | -0.9% | -0.4% |
| 30D | +7.3% | -2.5% | +9.8% | +8.2% |
| 3M | -5.1% | -5.1% | 0.0% | -3.7% |
| 6M | +42.1% | +21.6% | +20.4% | +33.0% |
| YTD | +94.1% | +31.6% | +62.5% | +76.9% |
| 1Y | +147.8% | +36.1% | +111.7% | +122.7% |
| 3Y | +222.9% | +66.5% | +156.5% | +167.8% |
| 5Y | +150.6% | +76.6% | +74.0% | +100.1% |
| All | +303.5% | +110.3% | +193.1% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling