+47.0%
EWJ vs HTZ
-94.3%
+141.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.3% |
| 7D | +3.6% | -14.0% | +17.6% | +4.5% |
| 30D | -6.0% | -19.8% | +13.8% | -4.9% |
| 3M | -6.5% | -45.0% | +38.5% | -3.6% |
| 6M | -0.1% | -73.2% | +73.1% | +6.0% |
| YTD | +13.9% | -70.0% | +83.9% | +19.4% |
| 1Y | +13.1% | -75.7% | +88.8% | +19.8% |
| 3Y | +65.0% | -82.1% | +147.1% | +72.3% |
| 5Y | +47.0% | -94.3% | +141.3% | +67.8% |
| All | +47.0% | -94.3% | +141.3% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling