+235.5%
EWY vs HWM
+1,503.5%
-1,268.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +10.4% | +11.1% | -0.7% | +7.1% |
| 30D | -12.7% | +3.0% | -15.7% | -13.5% |
| 3M | -17.3% | -20.7% | +3.4% | -12.1% |
| 6M | -18.6% | -17.2% | -1.4% | -14.3% |
| YTD | +49.5% | +9.1% | +40.5% | +45.9% |
| 1Y | +55.0% | +9.0% | +45.9% | +51.1% |
| 3Y | +159.0% | +353.8% | -194.9% | +65.9% |
| 5Y | +102.5% | +608.0% | -505.6% | +13.6% |
| All | +235.5% | +1,503.5% | -1,268.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling