+32.2%
EEM vs HTZ
-94.3%
+126.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.1% |
| 7D | +5.3% | -14.0% | +19.3% | +6.2% |
| 30D | -7.0% | -19.8% | +12.8% | -5.9% |
| 3M | -8.0% | -45.0% | +37.0% | -5.1% |
| 6M | -6.6% | -73.2% | +66.6% | -0.6% |
| YTD | +12.3% | -70.0% | +82.4% | +18.1% |
| 1Y | +12.2% | -75.7% | +87.9% | +19.2% |
| 3Y | +71.2% | -82.1% | +153.3% | +80.4% |
| 5Y | +32.2% | -94.3% | +126.5% | +56.2% |
| All | +32.2% | -94.3% | +126.5% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 5y: compounded portfolio wealth divided by compounded HTZ 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…
5y analysis · Full analysis span regression · 6 months rolling