-15.4%
FXI vs HTZ
-92.6%
+77.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.4% | -16.4% | +20.8% | +5.2% |
| 30D | +1.2% | -15.1% | +16.3% | +1.8% |
| 3M | -4.2% | -28.2% | +24.0% | -3.1% |
| 6M | -6.2% | -73.1% | +66.8% | -0.4% |
| YTD | -8.8% | -68.3% | +59.5% | -4.7% |
| 1Y | -11.6% | -75.2% | +63.6% | -6.3% |
| 3Y | +45.1% | -81.1% | +126.3% | +50.5% |
| 5Y | -1.2% | -95.0% | +93.8% | +12.3% |
| All | -15.4% | -92.6% | +77.2% | -4.1% |
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