+897.6%
HD vs EWZ
+436.1%
+461.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.1% | +6.5% | -8.5% | -3.9% |
| 30D | -8.4% | +4.8% | -13.3% | -9.8% |
| 3M | +4.3% | +9.9% | -5.5% | +1.2% |
| 6M | -11.1% | +1.9% | -13.1% | -11.9% |
| YTD | -4.7% | +20.3% | -25.0% | -10.3% |
| 1Y | -19.8% | +35.6% | -55.4% | -27.4% |
| 3Y | +4.1% | +43.4% | -39.3% | -8.4% |
| 5Y | +10.3% | +55.9% | -45.6% | -8.3% |
| 10Y | +203.2% | +84.2% | +119.0% | +118.4% |
| All | +897.6% | +436.1% | +461.5% | +311.1% |
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