+127.7%
GLD vs HTZ
-86.4%
+214.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | +7.5% | -8.0% | -0.7% |
| 30D | +4.4% | +47.4% | -43.0% | +3.0% |
| 3M | -1.1% | -54.9% | +53.8% | +0.3% |
| 6M | -13.8% | -47.0% | +33.2% | -12.8% |
| YTD | +2.6% | -55.3% | +57.9% | +4.0% |
| 1Y | +24.5% | -57.6% | +82.2% | +26.1% |
| All | +127.7% | -86.4% | +214.2% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling