+2.1%
EWZ vs HLT
+36.0%
-34.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.8% | +0.7% | 0.0% | +0.6% |
| 30D | -24.4% | +13.7% | -38.1% | -26.2% |
| 3M | -4.6% | +16.3% | -20.9% | -7.4% |
| 6M | -11.6% | +19.9% | -31.5% | -15.6% |
| YTD | +2.4% | +30.1% | -27.7% | -4.3% |
| 1Y | +2.1% | +38.5% | -36.4% | -6.1% |
| All | +2.1% | +36.0% | -34.0% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling