+128.9%
HAL vs EWZ
+356.2%
-227.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.4% |
| 7D | +6.1% | +0.8% | +5.3% | +5.6% |
| 30D | +2.9% | -24.4% | +27.3% | +17.6% |
| 3M | +3.3% | -4.6% | +7.9% | +3.0% |
| 6M | -16.9% | -11.6% | -5.4% | -14.1% |
| YTD | +21.2% | +2.4% | +18.8% | +14.4% |
| 1Y | +27.5% | +2.1% | +25.5% | +20.2% |
| 3Y | -6.4% | +18.7% | -25.1% | -20.3% |
| 5Y | +58.0% | +54.2% | +3.8% | +13.7% |
| 10Y | -14.6% | +65.9% | -80.5% | -42.3% |
| All | +128.9% | +356.2% | -227.3% | +19.4% |
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