+929.0%
EWY vs HST
+533.9%
+395.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +10.4% | +3.6% | +6.8% | +8.9% |
| 30D | -12.7% | +9.9% | -22.6% | -15.7% |
| 3M | -17.3% | +12.9% | -30.3% | -21.1% |
| 6M | -18.6% | +22.9% | -41.4% | -25.0% |
| YTD | +49.5% | +52.4% | -2.9% | +27.0% |
| 1Y | +55.0% | +52.5% | +2.4% | +31.3% |
| 3Y | +159.0% | +87.4% | +71.6% | +98.9% |
| 5Y | +102.5% | +82.9% | +19.5% | +52.4% |
| 10Y | +232.2% | +134.8% | +97.5% | +104.2% |
| All | +929.0% | +533.9% | +395.1% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling