+32.9%
VWO vs HTZ
-89.5%
+122.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +1.1% | +7.5% | -6.4% | +0.7% |
| 30D | +2.4% | +47.4% | -45.1% | -0.2% |
| 3M | +2.0% | -54.9% | +56.9% | +5.0% |
| 6M | +10.7% | -47.0% | +57.7% | +12.5% |
| YTD | +14.4% | -55.3% | +69.7% | +17.2% |
| 1Y | +22.7% | -57.6% | +80.4% | +25.3% |
| 3Y | +64.2% | -86.6% | +150.8% | +78.5% |
| 5Y | +35.8% | -86.1% | +121.9% | +42.6% |
| All | +32.9% | -89.5% | +122.5% | +45.7% |
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