+151.2%
HAL vs EWZ
+436.1%
-284.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +2.9% | +6.5% | -3.6% | -0.6% |
| 30D | +17.0% | +4.8% | +12.2% | +13.8% |
| 3M | -9.7% | +9.9% | -19.5% | -14.7% |
| 6M | +8.6% | +1.9% | +6.7% | +6.1% |
| YTD | +33.0% | +20.3% | +12.7% | +18.1% |
| 1Y | +68.3% | +35.6% | +32.7% | +39.2% |
| 3Y | +0.1% | +43.4% | -43.3% | -21.4% |
| 5Y | +102.6% | +55.9% | +46.7% | +48.3% |
| 10Y | +3.8% | +84.2% | -80.3% | -32.5% |
| All | +151.2% | +436.1% | -284.9% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling