-14.7%
FXI vs HTZ
-92.5%
+77.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.5% |
| 7D | +5.7% | -14.6% | +20.2% | +6.4% |
| 30D | +4.6% | -20.8% | +25.4% | +5.6% |
| 3M | -2.8% | -18.8% | +16.0% | -2.4% |
| 6M | -6.1% | -74.7% | +68.6% | +0.2% |
| YTD | -8.0% | -68.1% | +60.1% | -3.9% |
| 1Y | -11.3% | -73.5% | +62.2% | -6.4% |
| 3Y | +42.6% | -81.8% | +124.5% | +48.6% |
| 5Y | -0.1% | -95.2% | +95.2% | +13.8% |
| All | -14.7% | -92.5% | +77.8% | -3.3% |
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