+315.2%
EWY vs HWM
+1,311.7%
-996.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | -0.1% | -11.4% | +11.4% | +3.3% |
| 30D | +7.3% | -18.5% | +25.8% | +13.3% |
| 3M | -5.1% | -13.2% | +8.0% | -1.6% |
| 6M | +42.1% | -8.7% | +50.7% | +45.4% |
| YTD | +94.1% | +12.2% | +82.0% | +88.1% |
| 1Y | +147.8% | +24.9% | +122.9% | +132.7% |
| 3Y | +222.9% | +383.9% | -161.0% | +103.9% |
| 5Y | +150.6% | +646.1% | -495.5% | +39.2% |
| All | +315.2% | +1,311.7% | -996.6% | +87.8% |
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