+2,300.0%
HL vs EWZ
+439.1%
+1,861.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.7% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +18.8% | +8.2% | +10.6% | +13.5% |
| 3M | +43.7% | +13.3% | +30.4% | +33.9% |
| 6M | -1.0% | +3.6% | -4.6% | -2.6% |
| YTD | +8.7% | +21.0% | -12.3% | -1.5% |
| 1Y | +105.0% | +34.7% | +70.3% | +74.4% |
| 3Y | +427.3% | +48.3% | +379.0% | +323.6% |
| 5Y | +249.3% | +60.1% | +189.2% | +165.4% |
| 10Y | +284.2% | +92.6% | +191.6% | +135.4% |
| All | +2,300.0% | +439.1% | +1,861.0% | +1,314.9% |
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