+67.0%
EWZ vs HST
+143.8%
-76.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -25.5% | +13.4% | -38.9% | -29.3% |
| 3M | -4.5% | +16.7% | -21.2% | -10.6% |
| 6M | -15.3% | +24.0% | -39.3% | -22.8% |
| YTD | +3.1% | +54.0% | -50.9% | -13.9% |
| 1Y | +1.2% | +55.0% | -53.8% | -15.9% |
| 3Y | +19.3% | +89.3% | -70.1% | -10.7% |
| 5Y | +52.3% | +85.4% | -33.2% | +10.1% |
| 10Y | +67.0% | +137.1% | -70.1% | +1.8% |
| All | +67.0% | +143.8% | -76.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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