+32.5%
EWZ vs HLT
+813.2%
-780.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -25.5% | +15.1% | -40.6% | -30.3% |
| 3M | -4.5% | +19.8% | -24.4% | -12.6% |
| 6M | -15.3% | +19.6% | -34.9% | -22.7% |
| YTD | +3.1% | +31.4% | -28.3% | -10.2% |
| 1Y | +1.2% | +38.0% | -36.8% | -14.0% |
| 3Y | +19.3% | +134.7% | -115.4% | -23.3% |
| 5Y | +52.3% | +166.2% | -113.9% | -11.6% |
| 10Y | +67.0% | +705.6% | -638.6% | -48.2% |
| All | +32.5% | +813.2% | -780.6% | -60.1% |
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 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