+990.6%
HD vs EWZ
+355.2%
+635.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +5.2% | +1.3% | +3.9% | +4.8% |
| 30D | +20.7% | -26.2% | +46.9% | +30.7% |
| 3M | +0.8% | -8.6% | +9.4% | +1.9% |
| 6M | +12.2% | -17.0% | +29.3% | +16.6% |
| YTD | +4.2% | +2.2% | +2.1% | +1.5% |
| 1Y | -2.6% | +2.7% | -5.2% | -5.4% |
| 3Y | +30.0% | +18.2% | +11.8% | +19.6% |
| 5Y | +8.1% | +56.0% | -47.9% | -11.2% |
| 10Y | +247.2% | +60.8% | +186.3% | +157.6% |
| All | +990.6% | +355.2% | +635.4% | +365.0% |
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 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