+2.0%
EWZ vs HRB
+12.2%
-10.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | -8.1% | +8.7% | -0.3% |
| 30D | -25.5% | +15.0% | -40.5% | -24.3% |
| 3M | -4.5% | +10.2% | -14.8% | -3.3% |
| 6M | -15.3% | +44.2% | -59.5% | -11.5% |
| YTD | +3.1% | +21.0% | -17.9% | +10.3% |
| All | +2.0% | +12.2% | -10.2% | +9.4% |
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