+62.3%
EWZ vs HLT
+151.6%
-89.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.1% | +2.6% |
| 7D | +5.6% | -2.4% | +8.0% | +6.4% |
| 30D | +9.3% | -4.1% | +13.3% | +10.5% |
| 3M | +15.7% | -10.6% | +26.3% | +19.5% |
| 6M | +7.4% | +2.0% | +5.4% | +6.3% |
| YTD | +22.7% | +6.1% | +16.5% | +19.8% |
| 1Y | +36.4% | +9.8% | +26.6% | +31.4% |
| 3Y | +50.4% | +99.0% | -48.6% | +17.2% |
| All | +62.3% | +151.6% | -89.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling