+203.4%
HD vs EWZ
+96.6%
+106.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -3.9% | +1.1% | -5.0% | -4.2% |
| 30D | -13.1% | +13.5% | -26.6% | -16.0% |
| 3M | -3.4% | +15.2% | -18.7% | -7.1% |
| 6M | -12.6% | +3.7% | -16.3% | -13.6% |
| YTD | -9.2% | +22.5% | -31.8% | -14.2% |
| 1Y | -23.9% | +35.3% | -59.2% | -30.1% |
| 3Y | +0.4% | +50.2% | -49.8% | -11.0% |
| 5Y | +4.5% | +64.6% | -60.0% | -11.9% |
| All | +203.4% | +96.6% | +106.7% | +134.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling