+26.2%
EWJ vs HTZ
-59.8%
+86.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.1% |
| 7D | +2.9% | -2.5% | +5.3% | +3.0% |
| 30D | +1.1% | -3.7% | +4.8% | +1.0% |
| 3M | +7.1% | -57.0% | +64.1% | +9.3% |
| 6M | +16.2% | -47.0% | +63.2% | +18.3% |
| YTD | +22.0% | -57.5% | +79.5% | +24.4% |
| 1Y | +26.2% | -63.5% | +89.7% | +27.9% |
| All | +26.2% | -59.8% | +86.0% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling