+432.5%
EWZ vs HST
+421.1%
+11.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | -1.0% | +7.5% | +6.9% |
| 30D | +4.8% | -12.3% | +17.1% | +10.4% |
| 3M | +9.9% | -6.4% | +16.3% | +12.5% |
| 6M | +1.9% | +15.0% | -13.1% | -4.0% |
| YTD | +20.3% | +30.5% | -10.2% | +7.4% |
| 1Y | +35.6% | +35.7% | -0.1% | +18.7% |
| 3Y | +43.4% | +68.4% | -24.9% | +12.4% |
| 5Y | +55.9% | +73.1% | -17.2% | +16.0% |
| 10Y | +84.2% | +92.7% | -8.6% | +21.9% |
| All | +432.5% | +421.1% | +11.5% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling