+55.2%
EWY vs HST
+53.2%
+2.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +4.2% | +3.6% | +0.6% | +2.0% |
| 30D | -10.7% | +11.2% | -21.9% | -14.7% |
| 3M | -20.1% | +13.1% | -33.2% | -24.5% |
| 6M | -24.3% | +23.9% | -48.2% | -34.0% |
| YTD | +46.9% | +52.3% | -5.4% | +16.1% |
| 1Y | +55.2% | +56.7% | -1.5% | +21.8% |
| All | +55.2% | +53.2% | +2.0% | +21.8% |
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