+120.5%
EWT vs HTZ
-92.6%
+213.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.2% |
| 7D | -5.0% | -16.4% | +11.4% | -3.9% |
| 30D | -16.3% | -15.1% | -1.2% | -15.6% |
| 3M | -7.2% | -28.2% | +21.0% | -5.8% |
| 6M | -0.5% | -73.1% | +72.6% | +5.7% |
| YTD | +50.6% | -68.3% | +118.8% | +57.6% |
| 1Y | +54.8% | -75.2% | +130.1% | +64.0% |
| 3Y | +155.5% | -81.1% | +236.6% | +165.7% |
| 5Y | +116.4% | -95.0% | +211.4% | +143.2% |
| All | +120.5% | -92.6% | +213.1% | +146.1% |
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