-84.5%
HTZ vs BOXX
+18.4%
-102.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | +7.5% | +0.1% | +7.4% | +7.2% |
| 30D | +47.4% | +0.4% | +47.1% | +45.5% |
| 3M | -54.9% | +1.0% | -55.9% | -56.2% |
| 6M | -47.0% | +2.0% | -49.0% | -49.3% |
| YTD | -55.3% | +2.6% | -57.9% | -58.0% |
| 1Y | -57.6% | +4.1% | -61.7% | -61.5% |
| 3Y | -86.6% | +14.7% | -101.3% | -89.8% |
| All | -84.5% | +18.4% | -102.9% | -84.3% |
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