+7.4%
HD vs EWZ
+60.6%
-53.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.7% |
| 7D | -1.2% | +5.6% | -6.8% | -2.2% |
| 30D | -11.1% | +9.3% | -20.4% | -12.7% |
| 3M | +2.0% | +15.7% | -13.7% | -0.9% |
| 6M | -10.5% | +7.4% | -17.9% | -11.7% |
| YTD | -6.9% | +22.7% | -29.5% | -10.4% |
| 1Y | -23.2% | +36.4% | -59.6% | -27.6% |
| 3Y | +3.1% | +50.4% | -47.3% | -5.1% |
| 5Y | +7.4% | +67.6% | -60.2% | +0.2% |
| All | +7.4% | +60.6% | -53.2% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling