+84.1%
EWZ vs HRB
+213.0%
-128.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.4% | +3.5% |
| 7D | +5.6% | -9.1% | +14.6% | +7.8% |
| 30D | +9.3% | +0.3% | +9.0% | +8.5% |
| 3M | +15.7% | +23.4% | -7.7% | +8.5% |
| 6M | +7.4% | +45.1% | -37.7% | -4.6% |
| YTD | +22.7% | +8.9% | +13.8% | +17.3% |
| 1Y | +36.4% | -7.9% | +44.3% | +36.5% |
| 3Y | +50.4% | +27.9% | +22.5% | +31.9% |
| 5Y | +67.6% | +108.3% | -40.7% | +20.3% |
| 10Y | +84.1% | +208.4% | -124.4% | +10.0% |
| All | +84.1% | +213.0% | -128.9% | +10.0% |
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