+143.8%
EWY vs HWM
+26.9%
+116.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.1% |
| 7D | +1.2% | -12.5% | +13.7% | +8.1% |
| 30D | +9.3% | -19.0% | +28.3% | +21.7% |
| 3M | +2.4% | -8.6% | +11.0% | +5.8% |
| 6M | +40.3% | -10.2% | +50.4% | +44.7% |
| YTD | +88.0% | +11.3% | +76.7% | +80.1% |
| 1Y | +143.8% | +24.3% | +119.6% | +130.0% |
| All | +143.8% | +26.9% | +116.9% | +130.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling