+50.3%
EWZ vs HWM
+1,636.6%
-1,586.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.2% |
| 7D | +1.4% | +1.6% | -0.2% | +0.6% |
| 30D | -25.1% | -3.9% | -21.2% | -24.8% |
| 3M | -7.7% | -23.2% | +15.5% | -0.5% |
| 6M | -15.8% | -20.0% | +4.1% | -10.9% |
| YTD | +3.6% | +5.7% | -2.1% | -1.6% |
| 1Y | +5.5% | +4.9% | +0.6% | +0.4% |
| 3Y | +22.1% | +347.0% | -324.9% | -36.0% |
| 5Y | +58.3% | +563.0% | -504.7% | -30.6% |
| 10Y | +50.3% | +1,579.2% | -1,528.9% | -48.5% |
| All | +50.3% | +1,636.6% | -1,586.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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