+45.7%
EWZ vs HWM
+1,135.2%
-1,089.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +0.5% |
| 7D | -4.2% | -2.4% | -1.7% | -3.7% |
| 30D | -26.1% | -13.3% | -12.9% | -23.2% |
| 3M | -12.0% | -31.0% | +19.0% | -1.5% |
| 6M | -19.3% | -17.1% | -2.1% | -15.9% |
| YTD | +0.9% | -1.9% | +2.8% | -1.7% |
| 1Y | +3.4% | -2.4% | +5.8% | +0.9% |
| 3Y | +18.6% | +322.2% | -303.6% | -36.6% |
| 5Y | +56.6% | +509.8% | -453.2% | -29.1% |
| 10Y | +50.3% | +1,453.8% | -1,403.5% | -47.2% |
| All | +45.7% | +1,135.2% | -1,089.5% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling