+18.2%
EWZ vs HTZ
-91.9%
+110.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -20.8% | +19.3% | -0.1% |
| 7D | -4.2% | -7.7% | +3.6% | -3.8% |
| 30D | -26.1% | -13.1% | -13.0% | -25.6% |
| 3M | -12.0% | +14.7% | -26.8% | -13.8% |
| 6M | -19.3% | -70.6% | +51.3% | -14.1% |
| YTD | +0.9% | -65.2% | +66.1% | +5.5% |
| 1Y | +3.4% | -73.2% | +76.6% | +9.8% |
| 3Y | +18.6% | -80.8% | +99.4% | +23.3% |
| 5Y | +56.6% | -94.8% | +151.4% | +77.0% |
| All | +18.2% | -91.9% | +110.0% | +31.2% |
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