+248.6%
HD vs EWZ
+68.6%
+180.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +1.5% | +0.8% | +0.8% | +1.3% |
| 30D | +18.0% | -24.4% | +42.4% | +25.4% |
| 3M | +2.8% | -4.6% | +7.4% | +2.5% |
| 6M | +17.0% | -11.6% | +28.5% | +18.7% |
| YTD | +3.5% | +2.4% | +1.2% | +1.0% |
| 1Y | -2.6% | +2.1% | -4.7% | -5.1% |
| 3Y | +30.7% | +18.7% | +12.0% | +21.2% |
| 5Y | +6.2% | +54.2% | -48.0% | -10.5% |
| All | +248.6% | +68.6% | +180.0% | +187.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling