+55.0%
EWZ vs HRB
+126.2%
-71.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | +6.5% | -5.7% | +12.2% | +6.9% |
| 30D | +4.8% | +7.9% | -3.1% | +4.1% |
| 3M | +9.9% | +32.1% | -22.2% | +7.0% |
| 6M | +1.9% | +62.2% | -60.3% | -3.0% |
| YTD | +20.3% | +16.4% | +3.9% | +19.9% |
| 1Y | +35.6% | -0.3% | +35.9% | +38.3% |
| 3Y | +43.4% | +36.0% | +7.4% | +35.5% |
| All | +55.0% | +126.2% | -71.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling