+288.1%
AXTI vs HTZ
-93.2%
+381.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.3% |
| 7D | +7.6% | -8.5% | +16.1% | +10.2% |
| 30D | -32.1% | -18.9% | -13.1% | -28.6% |
| 3M | -46.0% | -36.0% | -9.9% | -40.7% |
| 6M | -65.7% | -74.6% | +8.9% | -56.1% |
| YTD | +155.9% | -70.8% | +226.7% | +214.1% |
| 1Y | +300.8% | -75.3% | +376.1% | +406.8% |
| 3Y | +1,981.6% | -81.6% | +2,063.2% | +2,448.7% |
| 5Y | +359.3% | -94.4% | +453.7% | +617.2% |
| All | +288.1% | -93.2% | +381.3% | +490.6% |
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