+1,236.8%
EWY vs HST
+442.8%
+794.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | -1.0% | +5.8% | +5.2% |
| 30D | +11.7% | -12.3% | +23.9% | +17.3% |
| 3M | -7.4% | -6.4% | -1.0% | -5.3% |
| 6M | +40.6% | +15.0% | +25.6% | +33.1% |
| YTD | +94.3% | +30.5% | +63.8% | +75.0% |
| 1Y | +164.3% | +35.7% | +128.6% | +133.5% |
| 3Y | +221.0% | +68.4% | +152.6% | +156.4% |
| 5Y | +139.1% | +73.1% | +66.0% | +83.4% |
| 10Y | +298.8% | +92.7% | +206.1% | +164.2% |
| All | +1,236.8% | +442.8% | +794.0% | +337.8% |
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 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