+160.4%
EWY vs HST
+37.9%
+122.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +17.0% | -2.8% | +19.7% | +18.3% |
| 3M | +3.7% | -6.5% | +10.1% | +5.6% |
| 6M | +42.5% | +20.7% | +21.8% | +28.9% |
| YTD | +96.2% | +30.5% | +65.8% | +75.8% |
| 1Y | +160.4% | +36.8% | +123.6% | +133.3% |
| All | +160.4% | +37.9% | +122.5% | +133.3% |
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