+127.7%
EWY vs HTZ
-90.1%
+217.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.9% |
| 7D | +8.0% | -2.5% | +10.5% | +8.2% |
| 30D | +14.3% | -3.7% | +18.1% | +14.3% |
| 3M | +2.3% | -57.0% | +59.3% | +6.8% |
| 6M | +49.9% | -47.0% | +96.8% | +53.8% |
| YTD | +95.3% | -57.5% | +152.8% | +103.2% |
| 1Y | +161.7% | -63.5% | +225.2% | +172.9% |
| 3Y | +230.2% | -86.3% | +316.5% | +265.6% |
| 5Y | +148.1% | -86.8% | +234.9% | +176.9% |
| All | +127.7% | -90.1% | +217.8% | +158.8% |
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