-4.6%
HD vs EWZ
+7.8%
-12.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.4% |
| 7D | +11.9% | -4.1% | +16.0% | +12.3% |
| 30D | +26.4% | -25.0% | +51.4% | +29.4% |
| 3M | +2.8% | -10.6% | +13.5% | +1.6% |
| 6M | +15.5% | -16.6% | +32.1% | +16.3% |
| YTD | +5.5% | +2.5% | +3.1% | +4.0% |
| 1Y | -4.6% | +8.1% | -12.7% | -9.1% |
| All | -4.6% | +7.8% | -12.4% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling