+46.8%
EWZ vs HLT
+97.9%
-51.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.1% | +2.6% |
| 7D | +5.6% | -2.4% | +8.0% | +6.3% |
| 30D | +9.3% | -4.1% | +13.3% | +10.4% |
| 3M | +15.7% | -10.6% | +26.3% | +19.2% |
| 6M | +7.4% | +2.0% | +5.4% | +6.3% |
| YTD | +22.7% | +6.1% | +16.5% | +20.0% |
| 1Y | +36.4% | +9.8% | +26.6% | +31.8% |
| All | +46.8% | +97.9% | -51.1% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling