+58.7%
IEFA vs HTZ
-89.5%
+148.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.6% | +7.5% | -6.9% | +0.2% |
| 30D | +1.0% | +47.4% | -46.4% | -1.8% |
| 3M | +4.7% | -54.9% | +59.6% | +8.2% |
| 6M | +8.6% | -47.0% | +55.6% | +10.6% |
| YTD | +14.8% | -55.3% | +70.1% | +18.0% |
| 1Y | +22.6% | -57.6% | +80.3% | +25.5% |
| 3Y | +67.0% | -86.6% | +153.6% | +83.0% |
| 5Y | +52.3% | -86.1% | +138.4% | +65.1% |
| All | +58.7% | -89.5% | +148.3% | +76.9% |
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 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