+2.6%
HAL vs EWZ
+94.8%
-92.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | 0.0% |
| 7D | -3.3% | +0.9% | -4.2% | -3.9% |
| 30D | +8.2% | +12.8% | -4.6% | +0.2% |
| 3M | -9.4% | +10.8% | -20.2% | -15.5% |
| 6M | +0.6% | +2.5% | -1.9% | -2.4% |
| YTD | +28.6% | +21.4% | +7.2% | +11.6% |
| 1Y | +63.9% | +32.8% | +31.1% | +33.8% |
| 3Y | -7.1% | +45.2% | -52.3% | -30.3% |
| 5Y | +102.3% | +63.0% | +39.3% | +36.1% |
| All | +2.6% | +94.8% | -92.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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