+66.9%
EWY vs HTZ
-93.2%
+160.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -1.4% |
| 7D | -10.2% | -27.5% | +17.3% | -7.9% |
| 30D | -21.5% | -21.9% | +0.4% | -20.0% |
| 3M | -14.7% | -29.2% | +14.6% | -12.8% |
| 6M | -26.8% | -75.2% | +48.4% | -20.4% |
| YTD | +43.2% | -70.8% | +114.0% | +53.0% |
| 1Y | +48.7% | -76.1% | +124.9% | +60.8% |
| 3Y | +147.9% | -82.5% | +230.5% | +162.1% |
| 5Y | +98.8% | -94.1% | +192.9% | +129.1% |
| All | +66.9% | -93.2% | +160.1% | +94.9% |
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