+43.6%
EWZ vs HST
+142.8%
-99.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -2.7% | +1.2% | -0.5% |
| 30D | -24.5% | +10.7% | -35.2% | -27.7% |
| 3M | -10.7% | +6.3% | -16.9% | -13.2% |
| 6M | -19.1% | +19.0% | -38.1% | -25.0% |
| YTD | +1.6% | +47.0% | -45.4% | -13.6% |
| 1Y | +4.3% | +53.4% | -49.2% | -13.0% |
| 3Y | +19.0% | +78.0% | -59.0% | -8.7% |
| 5Y | +57.7% | +71.7% | -14.0% | +17.8% |
| All | +43.6% | +142.8% | -99.3% | -10.8% |
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