+64.3%
EWY vs HTZ
-92.5%
+156.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.4% | +12.5% | +4.7% |
| 7D | -10.4% | -14.6% | +4.2% | -9.2% |
| 30D | -25.4% | -20.8% | -4.6% | -24.1% |
| 3M | -16.5% | -18.8% | +2.3% | -15.6% |
| 6M | -24.7% | -74.7% | +50.0% | -18.3% |
| YTD | +40.9% | -68.1% | +109.0% | +49.6% |
| 1Y | +49.8% | -73.5% | +123.3% | +60.6% |
| 3Y | +134.8% | -81.8% | +216.6% | +148.0% |
| 5Y | +91.4% | -95.2% | +186.7% | +119.1% |
| All | +64.3% | -92.5% | +156.8% | +90.5% |
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