+315.5%
EWY vs HWM
+1,494.1%
-1,178.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +4.8% | -2.1% | +6.9% | +5.3% |
| 30D | +11.7% | -11.0% | +22.7% | +15.2% |
| 3M | -7.4% | +4.0% | -11.4% | -8.6% |
| 6M | +40.6% | -0.2% | +40.8% | +40.5% |
| YTD | +94.3% | +26.7% | +67.6% | +82.1% |
| 1Y | +164.3% | +44.7% | +119.6% | +138.4% |
| 3Y | +221.0% | +426.1% | -205.1% | +98.2% |
| 5Y | +139.1% | +738.5% | -599.4% | +28.6% |
| All | +315.5% | +1,494.1% | -1,178.6% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling