+52.7%
EWJ vs HTZ
-92.6%
+145.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.3% | +3.7% |
| 7D | -1.5% | -16.4% | +14.9% | -0.5% |
| 30D | -6.5% | -15.1% | +8.6% | -5.8% |
| 3M | -5.6% | -28.2% | +22.6% | -4.3% |
| 6M | -0.3% | -73.1% | +72.8% | +5.4% |
| YTD | +13.9% | -68.3% | +82.2% | +18.7% |
| 1Y | +14.6% | -75.2% | +89.8% | +20.8% |
| 3Y | +66.6% | -81.1% | +147.8% | +71.9% |
| 5Y | +47.7% | -95.0% | +142.7% | +63.1% |
| All | +52.7% | -92.6% | +145.2% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling