+392.8%
HL vs EWZ
+46.3%
+346.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.4% |
| 7D | -4.4% | +0.9% | -5.2% | -5.2% |
| 30D | +9.3% | +12.8% | -3.5% | -1.7% |
| 3M | +32.0% | +10.8% | +21.2% | +20.6% |
| 6M | -6.4% | +2.5% | -8.9% | -8.6% |
| YTD | +3.1% | +21.4% | -18.2% | -10.6% |
| 1Y | +77.6% | +32.8% | +44.8% | +42.5% |
| 3Y | +392.8% | +45.2% | +347.6% | +282.8% |
| All | +392.8% | +46.3% | +346.6% | +282.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling