+40.9%
EEM vs HTZ
-89.5%
+130.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +2.3% | +7.5% | -5.2% | +1.9% |
| 30D | +4.5% | +47.4% | -42.9% | +1.7% |
| 3M | -0.1% | -54.9% | +54.8% | +3.2% |
| 6M | +16.9% | -47.0% | +64.0% | +19.2% |
| YTD | +26.2% | -55.3% | +81.5% | +29.7% |
| 1Y | +40.5% | -57.6% | +98.2% | +43.8% |
| 3Y | +86.2% | -86.6% | +172.8% | +103.7% |
| 5Y | +45.5% | -86.1% | +131.6% | +54.0% |
| All | +40.9% | -89.5% | +130.4% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling