+230.2%
EWY vs HST
+68.6%
+161.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +8.0% | +2.0% | +6.0% | +7.2% |
| 30D | +14.3% | -5.2% | +19.6% | +16.7% |
| 3M | +2.3% | -6.2% | +8.5% | +4.5% |
| 6M | +49.9% | +20.4% | +29.4% | +38.5% |
| YTD | +95.3% | +30.6% | +64.7% | +75.3% |
| 1Y | +161.7% | +37.4% | +124.4% | +130.1% |
| 3Y | +230.2% | +66.1% | +164.0% | +153.8% |
| All | +230.2% | +68.6% | +161.5% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling