+998.2%
HD vs EWZ
+361.8%
+636.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.3% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | +21.6% | -25.1% | +46.7% | +31.1% |
| 3M | +0.1% | -7.7% | +7.8% | +1.0% |
| 6M | +13.0% | -15.8% | +28.8% | +16.9% |
| YTD | +4.9% | +3.6% | +1.3% | +1.8% |
| 1Y | -2.1% | +5.5% | -7.6% | -5.7% |
| 3Y | +32.6% | +22.1% | +10.5% | +20.8% |
| 5Y | +8.2% | +58.3% | -50.1% | -11.5% |
| 10Y | +257.9% | +50.3% | +207.6% | +170.9% |
| All | +998.2% | +361.8% | +636.4% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling