+229.5%
EWY vs HST
+133.7%
+95.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.2% | +3.6% | +0.6% | +2.9% |
| 30D | -10.7% | +11.2% | -21.9% | -13.7% |
| 3M | -20.1% | +13.1% | -33.2% | -23.2% |
| 6M | -24.3% | +23.9% | -48.2% | -29.7% |
| YTD | +46.9% | +52.3% | -5.4% | +27.6% |
| 1Y | +55.2% | +56.7% | -1.5% | +33.4% |
| 3Y | +157.0% | +87.5% | +69.4% | +104.9% |
| 5Y | +98.9% | +82.8% | +16.1% | +56.6% |
| All | +229.5% | +133.7% | +95.8% | +130.0% |
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