+54.7%
EWZ vs HLT
+653.9%
-599.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +6.5% | -3.3% | +9.8% | +8.1% |
| 30D | +4.8% | -4.1% | +8.9% | +6.7% |
| 3M | +9.9% | -7.9% | +17.8% | +13.7% |
| 6M | +1.9% | +2.2% | -0.2% | +0.4% |
| YTD | +20.3% | +8.5% | +11.8% | +14.9% |
| 1Y | +35.6% | +12.1% | +23.5% | +27.0% |
| 3Y | +43.4% | +107.6% | -64.2% | -2.4% |
| 5Y | +55.9% | +156.4% | -100.4% | -8.9% |
| 10Y | +84.2% | +566.3% | -482.1% | -37.4% |
| All | +54.7% | +653.9% | -599.2% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling