+346.7%
EWZ vs HST
+487.3%
-140.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.1% | +0.8% |
| 7D | -4.2% | -4.2% | 0.0% | -2.6% |
| 30D | -26.1% | +9.6% | -35.7% | -29.1% |
| 3M | -12.0% | -1.1% | -10.9% | -12.1% |
| 6M | -19.3% | +21.1% | -40.3% | -25.8% |
| YTD | +0.9% | +47.1% | -46.2% | -14.5% |
| 1Y | +3.4% | +64.0% | -60.6% | -16.5% |
| 3Y | +18.6% | +77.1% | -58.5% | -9.2% |
| 5Y | +56.6% | +71.8% | -15.2% | +16.6% |
| 10Y | +50.3% | +146.3% | -96.0% | -10.3% |
| All | +346.7% | +487.3% | -140.5% | +64.5% |
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