+2.1%
EWZ vs XHB
-2.2%
+4.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -24.5% | +7.8% | -32.3% | -26.1% |
| 3M | -10.7% | -5.5% | -5.2% | -9.1% |
| 6M | -19.1% | -2.6% | -16.5% | -19.1% |
| YTD | +1.6% | +0.4% | +1.3% | -1.0% |
| All | +2.1% | -2.2% | +4.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling