-14.7%
FXI vs HTZ
-91.9%
+77.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -20.8% | +21.8% | +2.2% |
| 7D | +6.9% | -7.7% | +14.6% | +7.2% |
| 30D | +3.5% | -13.1% | +16.6% | +4.0% |
| 3M | -3.2% | +14.7% | -17.9% | -4.9% |
| 6M | -3.5% | -70.6% | +67.1% | +2.0% |
| YTD | -8.1% | -65.2% | +57.1% | -4.4% |
| 1Y | -10.5% | -73.2% | +62.7% | -5.5% |
| 3Y | +43.0% | -80.8% | +123.8% | +48.9% |
| 5Y | -0.1% | -94.8% | +94.7% | +13.2% |
| All | -14.7% | -91.9% | +77.1% | -3.8% |
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