+50.3%
EWZ vs HRB
+246.2%
-196.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.7% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | -25.1% | +15.7% | -40.8% | -27.8% |
| 3M | -7.7% | +11.4% | -19.1% | -10.9% |
| 6M | -15.8% | +40.7% | -56.6% | -23.8% |
| YTD | +3.6% | +21.0% | -17.3% | -3.6% |
| 1Y | +5.5% | +7.2% | -1.8% | +1.5% |
| 3Y | +22.1% | +29.2% | -7.0% | +7.6% |
| 5Y | +58.3% | +142.3% | -84.0% | +9.4% |
| 10Y | +50.3% | +253.1% | -202.8% | -7.8% |
| All | +50.3% | +246.2% | -196.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling