+70.4%
EWY vs HTZ
-92.6%
+163.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -6.3% | -16.4% | +10.1% | -4.9% |
| 30D | -19.8% | -15.1% | -4.7% | -18.8% |
| 3M | -14.4% | -28.2% | +13.7% | -12.7% |
| 6M | -25.3% | -73.1% | +47.8% | -19.3% |
| YTD | +46.2% | -68.3% | +114.5% | +55.2% |
| 1Y | +58.3% | -75.2% | +133.5% | +70.5% |
| 3Y | +155.0% | -81.1% | +236.1% | +168.0% |
| 5Y | +99.5% | -95.0% | +194.5% | +128.5% |
| All | +70.4% | -92.6% | +163.0% | +97.7% |
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