+26.4%
HPQ vs EWZ
+47.7%
-21.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.7% |
| 7D | +3.5% | +1.1% | +2.4% | +3.1% |
| 30D | +13.7% | +13.5% | +0.2% | +9.6% |
| 3M | +33.9% | +15.2% | +18.6% | +28.1% |
| 6M | +80.9% | +3.7% | +77.2% | +78.0% |
| YTD | +52.6% | +22.5% | +30.0% | +39.4% |
| 1Y | +21.2% | +35.3% | -14.0% | +5.6% |
| All | +26.4% | +47.7% | -21.3% | +3.6% |
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