+22.7%
VWO vs HTZ
-92.6%
+115.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +1.6% | -16.4% | +18.0% | +2.5% |
| 30D | -5.3% | -15.1% | +9.8% | -4.7% |
| 3M | -6.2% | -28.2% | +22.0% | -5.1% |
| 6M | -6.2% | -73.1% | +66.9% | -1.1% |
| YTD | +5.6% | -68.3% | +73.9% | +9.9% |
| 1Y | +6.2% | -75.2% | +81.4% | +11.7% |
| 3Y | +57.5% | -81.1% | +138.6% | +62.9% |
| 5Y | +28.0% | -95.0% | +123.0% | +42.9% |
| All | +22.7% | -92.6% | +115.3% | +36.5% |
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