+36.4%
EWZ vs HRB
-5.9%
+42.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.4% | +1.3% |
| 7D | +5.6% | -9.1% | +14.6% | +4.6% |
| 30D | +9.3% | +0.3% | +9.0% | +9.6% |
| 3M | +15.7% | +23.4% | -7.7% | +18.7% |
| 6M | +7.4% | +45.1% | -37.7% | +12.9% |
| YTD | +22.7% | +8.9% | +13.8% | +28.2% |
| 1Y | +36.4% | -7.9% | +44.3% | +41.1% |
| All | +36.4% | -5.9% | +42.3% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling