+432.5%
EWZ vs HRB
+1,291.4%
-858.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.5% |
| 7D | +6.5% | -5.7% | +12.2% | +8.4% |
| 30D | +4.8% | +7.9% | -3.1% | +1.6% |
| 3M | +9.9% | +32.1% | -22.2% | -0.9% |
| 6M | +1.9% | +62.2% | -60.3% | -15.7% |
| YTD | +20.3% | +16.4% | +3.9% | +10.1% |
| 1Y | +35.6% | -0.3% | +35.9% | +30.2% |
| 3Y | +43.4% | +36.0% | +7.4% | +19.9% |
| 5Y | +55.9% | +125.2% | -69.3% | +4.7% |
| 10Y | +84.2% | +237.7% | -153.5% | -2.9% |
| All | +432.5% | +1,291.4% | -858.8% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling