+45.1%
IEMG vs HTZ
-89.5%
+134.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.6% |
| 7D | +2.2% | +7.5% | -5.2% | +1.8% |
| 30D | +4.6% | +47.4% | -42.8% | +1.8% |
| 3M | +0.4% | -54.9% | +55.3% | +3.6% |
| 6M | +16.4% | -47.0% | +63.4% | +18.5% |
| YTD | +25.4% | -55.3% | +80.7% | +28.8% |
| 1Y | +38.3% | -57.6% | +95.9% | +41.4% |
| 3Y | +84.1% | -86.6% | +170.7% | +101.1% |
| 5Y | +49.0% | -86.1% | +135.1% | +57.9% |
| All | +45.1% | -89.5% | +134.6% | +59.9% |
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