+298.1%
AXTI vs HTZ
-92.6%
+390.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +11.0% | +10.5% |
| 7D | -11.0% | -16.4% | +5.4% | -7.1% |
| 30D | -37.3% | -15.1% | -22.2% | -35.0% |
| 3M | -51.6% | -28.2% | -23.4% | -48.6% |
| 6M | -63.1% | -73.1% | +9.9% | -53.6% |
| YTD | +162.4% | -68.3% | +230.7% | +215.1% |
| 1Y | +353.6% | -75.2% | +428.8% | +469.5% |
| 3Y | +1,972.9% | -81.1% | +2,054.1% | +2,421.3% |
| 5Y | +370.0% | -95.0% | +465.0% | +632.8% |
| All | +298.1% | -92.6% | +390.6% | +492.4% |
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