+22.1%
EWZ vs HWM
+348.7%
-326.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.2% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | -25.1% | -3.9% | -21.2% | -24.5% |
| 3M | -7.7% | -23.2% | +15.5% | -3.2% |
| 6M | -15.8% | -20.0% | +4.1% | -12.7% |
| YTD | +3.6% | +5.7% | -2.1% | +1.1% |
| 1Y | +5.5% | +4.9% | +0.6% | +3.0% |
| 3Y | +22.1% | +347.0% | -324.9% | -8.6% |
| All | +22.1% | +348.7% | -326.6% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling