+869.8%
EWY vs HST
+511.5%
+358.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -10.4% | -2.7% | -7.7% | -9.2% |
| 30D | -25.4% | +10.7% | -36.1% | -28.2% |
| 3M | -16.5% | +6.3% | -22.8% | -18.4% |
| 6M | -24.7% | +19.0% | -43.7% | -29.7% |
| YTD | +40.9% | +47.0% | -6.1% | +21.4% |
| 1Y | +49.8% | +53.4% | -3.6% | +26.7% |
| 3Y | +134.8% | +78.0% | +56.8% | +84.0% |
| 5Y | +91.4% | +71.7% | +19.7% | +47.7% |
| 10Y | +204.3% | +146.2% | +58.1% | +83.3% |
| All | +869.8% | +511.5% | +358.3% | +203.7% |
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