-94.0%
HTZ vs SOXQ
+213.4%
-307.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | -3.9% |
| 7D | -16.4% | -2.9% | -13.6% | -14.9% |
| 30D | -15.1% | -20.1% | +5.0% | -5.9% |
| 3M | -28.2% | -18.6% | -9.6% | -21.2% |
| 6M | -73.1% | -14.6% | -58.4% | -71.8% |
| YTD | -68.3% | +42.1% | -110.3% | -74.3% |
| 1Y | -75.2% | +45.2% | -120.4% | -80.2% |
| 3Y | -81.1% | +195.3% | -276.4% | -91.0% |
| 5Y | -95.0% | +174.8% | -269.8% | -97.5% |
| All | -94.0% | +213.4% | -307.4% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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