+159.5%
HBAN vs EWZ
+446.0%
-286.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | -1.9% | +1.1% | -3.1% | -2.5% |
| 30D | -5.9% | +13.5% | -19.3% | -11.2% |
| 3M | +0.2% | +15.2% | -15.0% | -6.3% |
| 6M | +6.6% | +3.7% | +2.9% | +4.4% |
| YTD | -1.7% | +22.5% | -24.2% | -11.2% |
| 1Y | -1.7% | +35.3% | -37.0% | -15.4% |
| 3Y | +74.9% | +50.2% | +24.7% | +41.9% |
| 5Y | +36.0% | +64.6% | -28.6% | +2.3% |
| 10Y | +156.9% | +95.0% | +61.9% | +59.5% |
| All | +159.5% | +446.0% | -286.5% | +24.9% |
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 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