+57.8%
IEFA vs HTZ
-90.1%
+147.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.3% |
| 7D | +1.2% | -2.5% | +3.6% | +1.3% |
| 30D | -0.6% | -3.7% | +3.2% | -0.7% |
| 3M | +6.2% | -57.0% | +63.2% | +10.0% |
| 6M | +11.2% | -47.0% | +58.1% | +13.2% |
| YTD | +14.2% | -57.5% | +71.7% | +17.7% |
| 1Y | +20.0% | -63.5% | +83.5% | +24.0% |
| 3Y | +68.8% | -86.3% | +155.1% | +84.1% |
| 5Y | +52.7% | -86.8% | +139.4% | +65.9% |
| All | +57.8% | -90.1% | +147.9% | +76.4% |
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