-89.9%
HTZ vs BOXX
+19.3%
-109.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -8.5% | 0.0% | -8.5% | -8.5% |
| 30D | -18.9% | +0.4% | -19.3% | -20.1% |
| 3M | -36.0% | +1.0% | -37.0% | -38.5% |
| 6M | -74.6% | +2.0% | -76.6% | -76.0% |
| YTD | -70.8% | +3.4% | -74.2% | -73.4% |
| 1Y | -75.3% | +4.1% | -79.4% | -77.8% |
| 3Y | -81.6% | +14.4% | -96.0% | -86.9% |
| All | -89.9% | +19.3% | -109.2% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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