+50.8%
EWJ vs HTZ
-93.2%
+144.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -0.7% |
| 7D | -2.4% | -27.5% | +25.2% | -0.7% |
| 30D | -7.6% | -21.9% | +14.2% | -6.5% |
| 3M | -5.9% | -29.2% | +23.4% | -4.6% |
| 6M | -1.5% | -75.2% | +73.8% | +4.7% |
| YTD | +12.6% | -70.8% | +83.4% | +17.9% |
| 1Y | +12.7% | -76.1% | +88.8% | +19.1% |
| 3Y | +63.1% | -82.5% | +145.6% | +68.9% |
| 5Y | +48.2% | -94.1% | +142.3% | +63.7% |
| All | +50.8% | -93.2% | +144.0% | +69.0% |
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