-2.8%
FXI vs HTZ
-94.3%
+91.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -0.3% |
| 7D | +3.7% | -27.5% | +31.2% | +5.4% |
| 30D | +0.5% | -21.9% | +22.4% | +1.6% |
| 3M | -5.7% | -29.2% | +23.5% | -4.5% |
| 6M | -6.9% | -75.2% | +68.3% | -0.2% |
| YTD | -9.5% | -70.8% | +61.4% | -4.7% |
| 1Y | -14.0% | -76.1% | +62.1% | -8.3% |
| 3Y | +44.5% | -82.5% | +127.1% | +52.5% |
| 5Y | -2.8% | -94.1% | +91.3% | +16.9% |
| All | -2.8% | -94.3% | +91.5% | +16.9% |
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