+147.9%
EWY vs HWM
+349.8%
-201.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | -10.2% | -1.8% | -8.5% | -9.6% |
| 30D | -21.5% | -2.7% | -18.8% | -20.8% |
| 3M | -14.7% | -22.7% | +8.1% | -7.6% |
| 6M | -26.8% | -18.9% | -7.9% | -21.9% |
| YTD | +43.2% | +7.1% | +36.1% | +41.7% |
| 1Y | +48.7% | +4.7% | +44.1% | +47.9% |
| 3Y | +147.9% | +345.6% | -197.6% | +71.9% |
| All | +147.9% | +349.8% | -201.8% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling