-87.9%
HTZ vs BOXX
+19.2%
-107.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | 0.0% | -20.8% | -20.9% |
| 7D | -7.7% | +0.1% | -7.8% | -8.0% |
| 30D | -13.1% | +0.4% | -13.5% | -14.4% |
| 3M | +14.7% | +1.0% | +13.7% | +10.3% |
| 6M | -70.6% | +2.0% | -72.6% | -72.2% |
| YTD | -65.2% | +3.3% | -68.5% | -68.2% |
| 1Y | -73.2% | +4.0% | -77.2% | -75.9% |
| 3Y | -80.8% | +14.3% | -95.1% | -86.3% |
| All | -87.9% | +19.2% | -107.1% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling