+208.1%
HD vs EWZ
+94.1%
+114.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | -10.8% | +8.2% | -19.0% | -12.7% |
| 3M | -2.7% | +13.3% | -16.0% | -6.0% |
| 6M | -10.3% | +3.6% | -13.9% | -11.3% |
| YTD | -7.8% | +21.0% | -28.8% | -12.6% |
| 1Y | -23.1% | +34.7% | -57.8% | -29.3% |
| 3Y | +2.0% | +48.3% | -46.3% | -9.4% |
| 5Y | +6.2% | +60.1% | -53.9% | -9.8% |
| All | +208.1% | +94.1% | +114.0% | +139.0% |
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