+105.8%
EWT vs HTZ
-92.5%
+198.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.4% | +12.3% | +4.4% |
| 7D | -11.7% | -14.6% | +2.8% | -10.9% |
| 30D | -23.2% | -20.8% | -2.5% | -22.2% |
| 3M | -12.5% | -18.8% | +6.3% | -11.8% |
| 6M | -5.9% | -74.7% | +68.8% | +0.3% |
| YTD | +40.5% | -68.1% | +108.6% | +47.0% |
| 1Y | +43.7% | -73.5% | +117.2% | +51.7% |
| 3Y | +136.6% | -81.8% | +218.5% | +147.2% |
| 5Y | +105.1% | -95.2% | +200.3% | +130.5% |
| All | +105.8% | -92.5% | +198.3% | +129.5% |
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