+92.6%
HPQ vs EWZ
+439.1%
-346.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.4% |
| 7D | +1.3% | -0.1% | +1.3% | +1.2% |
| 30D | +8.7% | +8.2% | +0.5% | +5.6% |
| 3M | +31.5% | +13.3% | +18.1% | +25.3% |
| 6M | +76.0% | +3.6% | +72.4% | +72.3% |
| YTD | +49.5% | +21.0% | +28.6% | +37.8% |
| 1Y | +17.3% | +34.7% | -17.4% | +3.7% |
| 3Y | +24.4% | +48.3% | -23.9% | +5.2% |
| 5Y | +37.3% | +60.1% | -22.8% | +10.1% |
| 10Y | +223.0% | +92.6% | +130.4% | +122.7% |
| All | +92.6% | +439.1% | -346.4% | -19.3% |
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