+40.9%
EWZ vs HTZ
-89.5%
+130.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +6.5% | +7.5% | -1.0% | +6.0% |
| 30D | +4.8% | +47.4% | -42.6% | +1.5% |
| 3M | +9.9% | -54.9% | +64.8% | +14.1% |
| 6M | +1.9% | -47.0% | +49.0% | +4.1% |
| YTD | +20.3% | -55.3% | +75.6% | +24.1% |
| 1Y | +35.6% | -57.6% | +93.3% | +39.2% |
| 3Y | +43.4% | -86.6% | +130.0% | +57.3% |
| 5Y | +55.9% | -86.1% | +142.1% | +68.7% |
| All | +40.9% | -89.5% | +130.4% | +54.4% |
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