+66.3%
EWJ vs HTZ
-80.7%
+147.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | +1.5% |
| 7D | -1.9% | -27.4% | +25.6% | -0.5% |
| 30D | -5.3% | -11.4% | +6.0% | -4.9% |
| 3M | -4.3% | -33.1% | +28.7% | -3.0% |
| 6M | +0.4% | -73.5% | +73.9% | +4.8% |
| YTD | +14.7% | -68.1% | +82.8% | +18.4% |
| 1Y | +14.7% | -74.3% | +89.0% | +19.3% |
| All | +66.3% | -80.7% | +147.0% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling