+55.0%
EWZ vs HBM
+349.4%
-294.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +6.5% | -6.4% | +12.8% | +8.0% |
| 30D | +4.8% | +5.9% | -1.1% | +3.2% |
| 3M | +9.9% | -8.9% | +18.8% | +10.8% |
| 6M | +1.9% | +10.7% | -8.7% | -2.8% |
| YTD | +20.3% | +38.3% | -18.0% | +8.1% |
| 1Y | +35.6% | +121.3% | -85.7% | +7.9% |
| 3Y | +43.4% | +450.6% | -407.1% | -14.5% |
| All | +55.0% | +349.4% | -294.4% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling