+57.8%
EWZ vs HTZ
-95.4%
+153.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +1.3% |
| 7D | -1.5% | -14.6% | +13.1% | -0.6% |
| 30D | -24.5% | -20.8% | -3.7% | -23.5% |
| 3M | -10.7% | -18.8% | +8.1% | -10.2% |
| 6M | -19.1% | -74.7% | +55.6% | -12.7% |
| YTD | +1.6% | -68.1% | +69.7% | +7.0% |
| 1Y | +4.3% | -73.5% | +77.8% | +11.1% |
| 3Y | +19.0% | -81.8% | +100.8% | +25.3% |
| All | +57.8% | -95.4% | +153.2% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling