+64.0%
EWJ vs HTZ
-89.5%
+153.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +2.5% | +7.5% | -5.0% | +2.1% |
| 30D | +3.3% | +47.4% | -44.2% | +0.6% |
| 3M | +5.0% | -54.9% | +59.9% | +8.1% |
| 6M | +11.5% | -47.0% | +58.5% | +13.4% |
| YTD | +22.4% | -55.3% | +77.6% | +25.5% |
| 1Y | +30.2% | -57.6% | +87.8% | +32.9% |
| 3Y | +72.8% | -86.6% | +159.4% | +86.0% |
| 5Y | +54.1% | -86.1% | +140.3% | +64.6% |
| All | +64.0% | -89.5% | +153.5% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling