-1.2%
FXI vs HTZ
-95.4%
+94.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| YTD | -8.0% | -68.1% | +60.1% | -3.8% |
| 1Y | -11.3% | -73.5% | +62.2% | -6.2% |
| 3Y | +42.6% | -81.8% | +124.5% | +50.3% |
| All | -1.2% | -95.4% | +94.2% | +16.0% |
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