+153.3%
EWY vs HWM
+658.8%
-505.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +6.7% | -8.0% | +14.7% | +9.5% |
| 30D | +17.0% | -18.0% | +35.0% | +24.9% |
| 3M | +3.7% | -9.5% | +13.2% | +7.0% |
| 6M | +42.5% | -8.4% | +50.9% | +46.1% |
| YTD | +96.2% | +13.6% | +82.6% | +88.1% |
| 1Y | +160.4% | +30.2% | +130.1% | +138.5% |
| 3Y | +231.7% | +392.2% | -160.5% | +82.0% |
| 5Y | +153.3% | +645.2% | -491.9% | +15.6% |
| All | +153.3% | +658.8% | -505.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling