+111.9%
HAL vs EWZ
+63.8%
+48.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | +10.9% | +8.2% | +2.7% | +6.5% |
| 3M | -5.8% | +13.3% | -19.2% | -11.9% |
| 6M | +8.1% | +3.6% | +4.5% | +5.1% |
| YTD | +33.2% | +21.0% | +12.2% | +18.8% |
| 1Y | +74.2% | +34.7% | +39.5% | +46.0% |
| 3Y | -3.7% | +48.3% | -52.0% | -25.2% |
| 5Y | +111.9% | +60.1% | +51.8% | +52.9% |
| All | +111.9% | +63.8% | +48.1% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling