+41.6%
EWJ vs HTZ
-95.4%
+137.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.5% |
| 7D | -5.0% | -14.6% | +9.6% | -4.2% |
| 30D | -10.2% | -20.8% | +10.5% | -9.1% |
| 3M | -7.2% | -18.8% | +11.6% | -6.6% |
| 6M | -3.2% | -74.7% | +71.5% | +3.1% |
| YTD | +9.9% | -68.1% | +78.0% | +14.8% |
| 1Y | +11.0% | -73.5% | +84.5% | +17.0% |
| 3Y | +57.3% | -81.8% | +139.1% | +64.6% |
| All | +41.6% | -95.4% | +137.0% | +62.6% |
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