+43.6%
EWZ vs HWM
+1,473.3%
-1,429.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.2% |
| 7D | -1.5% | +3.4% | -4.9% | -2.9% |
| 30D | -24.5% | -7.5% | -17.0% | -23.2% |
| 3M | -10.7% | -28.9% | +18.2% | -1.1% |
| 6M | -19.1% | -19.6% | +0.5% | -14.7% |
| YTD | +1.6% | +0.6% | +1.0% | -1.8% |
| 1Y | +4.3% | +0.3% | +4.0% | +0.8% |
| 3Y | +19.0% | +326.1% | -307.2% | -36.6% |
| 5Y | +57.7% | +525.2% | -467.5% | -29.4% |
| All | +43.6% | +1,473.3% | -1,429.7% | -49.2% |
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