+84.1%
EWZ vs HBM
+599.4%
-515.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +0.5% |
| 7D | +5.6% | +7.4% | -1.8% | +3.7% |
| 30D | +9.3% | +5.1% | +4.2% | +7.6% |
| 3M | +15.7% | +11.1% | +4.6% | +11.2% |
| 6M | +7.4% | +30.2% | -22.8% | -2.3% |
| YTD | +22.7% | +46.2% | -23.5% | +7.3% |
| 1Y | +36.4% | +120.0% | -83.7% | +6.1% |
| 3Y | +50.4% | +527.4% | -477.0% | -16.8% |
| 5Y | +67.6% | +400.4% | -332.8% | -7.8% |
| 10Y | +84.1% | +621.5% | -537.5% | -28.3% |
| All | +84.1% | +599.4% | -515.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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