+545.3%
AXTI vs HTZ
-90.1%
+635.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.0% | +17.8% | +13.9% |
| 7D | +24.0% | -2.5% | +26.4% | +24.5% |
| 30D | -21.5% | -3.7% | -17.7% | -21.7% |
| 3M | -23.4% | -57.0% | +33.6% | -12.5% |
| 6M | +114.9% | -47.0% | +161.9% | +132.4% |
| YTD | +325.4% | -57.5% | +382.9% | +380.1% |
| 1Y | +2,136.7% | -63.5% | +2,200.1% | +2,441.6% |
| 3Y | +2,835.0% | -86.3% | +2,921.4% | +3,830.8% |
| 5Y | +652.8% | -86.8% | +739.6% | +876.8% |
| All | +545.3% | -90.1% | +635.3% | +802.7% |
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 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