+118.3%
EWT vs HTZ
-93.2%
+211.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +7.0% | -0.5% |
| 7D | -3.7% | -27.5% | +23.9% | -1.7% |
| 30D | -17.2% | -21.9% | +4.7% | -16.0% |
| 3M | -7.3% | -29.2% | +21.9% | -5.8% |
| 6M | -1.5% | -75.2% | +73.7% | +5.2% |
| YTD | +49.0% | -70.8% | +119.8% | +56.8% |
| 1Y | +50.6% | -76.1% | +126.7% | +60.0% |
| 3Y | +148.9% | -82.5% | +231.4% | +160.0% |
| 5Y | +116.1% | -94.1% | +210.2% | +143.1% |
| All | +118.3% | -93.2% | +211.5% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling