+52.3%
EWZ vs HLT
+162.1%
-109.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -25.5% | +15.1% | -40.6% | -28.7% |
| 3M | -4.5% | +19.8% | -24.4% | -9.9% |
| 6M | -15.3% | +19.6% | -34.9% | -20.2% |
| YTD | +3.1% | +31.4% | -28.3% | -5.8% |
| 1Y | +1.2% | +38.0% | -36.8% | -9.1% |
| 3Y | +19.3% | +134.7% | -115.4% | -11.5% |
| 5Y | +52.3% | +166.2% | -113.9% | +5.8% |
| All | +52.3% | +162.1% | -109.8% | +5.8% |
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 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