+18.1%
EWZ vs HST
+77.1%
-59.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.1% | 0.0% |
| 7D | -4.2% | -4.2% | 0.0% | -3.1% |
| 30D | -26.1% | +9.6% | -35.7% | -28.2% |
| 3M | -12.0% | -1.1% | -10.9% | -12.0% |
| 6M | -19.3% | +21.1% | -40.3% | -24.2% |
| YTD | +0.9% | +47.1% | -46.2% | -10.6% |
| 1Y | +3.4% | +64.0% | -60.6% | -11.4% |
| All | +18.1% | +77.1% | -59.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling