+157.2%
EWT vs HTZ
-90.1%
+247.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.3% |
| 7D | +1.6% | -2.5% | +4.1% | +1.8% |
| 30D | +8.2% | -3.7% | +11.9% | +8.1% |
| 3M | +11.1% | -57.0% | +68.1% | +14.9% |
| 6M | +60.4% | -47.0% | +107.4% | +63.5% |
| YTD | +75.6% | -57.5% | +133.1% | +80.9% |
| 1Y | +91.3% | -63.5% | +154.8% | +97.6% |
| 3Y | +200.3% | -86.3% | +286.6% | +226.8% |
| 5Y | +156.4% | -86.8% | +243.1% | +174.7% |
| All | +157.2% | -90.1% | +247.2% | +182.4% |
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