-23.1%
HD vs EWZ
+34.6%
-57.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.5% |
| 3M | -2.7% | +13.3% | -16.0% | -5.8% |
| 6M | -10.3% | +3.6% | -13.9% | -11.0% |
| YTD | -7.8% | +21.0% | -28.8% | -9.6% |
| 1Y | -23.1% | +34.7% | -57.8% | -26.3% |
| All | -23.1% | +34.6% | -57.7% | -26.3% |
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