+91.2%
EWZ vs HLT
+590.3%
-499.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.1% | -2.6% | +3.7% | +2.3% |
| 30D | +13.5% | -2.6% | +16.1% | +14.6% |
| 3M | +15.2% | -9.4% | +24.7% | +19.9% |
| 6M | +3.7% | +2.7% | +1.0% | +1.9% |
| YTD | +22.5% | +6.8% | +15.8% | +18.0% |
| 1Y | +35.3% | +12.4% | +22.9% | +26.8% |
| 3Y | +50.2% | +100.2% | -50.0% | +5.0% |
| 5Y | +64.6% | +143.7% | -79.2% | -0.4% |
| All | +91.2% | +590.3% | -499.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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