+18.1%
EWZ vs HWM
+320.3%
-302.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -0.7% |
| 7D | -4.2% | -2.4% | -1.7% | -3.9% |
| 30D | -26.1% | -13.3% | -12.9% | -24.4% |
| 3M | -12.0% | -31.0% | +19.0% | -6.0% |
| 6M | -19.3% | -17.1% | -2.1% | -17.4% |
| YTD | +0.9% | -1.9% | +2.8% | -0.4% |
| 1Y | +3.4% | -2.4% | +5.8% | +2.1% |
| All | +18.1% | +320.3% | -302.2% | -9.5% |
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 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