-93.9%
HTZ vs USHY
+20.5%
-114.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | 0.0% | -8.4% | -8.4% |
| 7D | -14.6% | -0.3% | -14.3% | -13.6% |
| 30D | -20.8% | 0.0% | -20.8% | -20.5% |
| 3M | -18.8% | -1.8% | -17.0% | -13.3% |
| 6M | -74.7% | -1.0% | -73.7% | -73.6% |
| YTD | -68.1% | +0.5% | -68.6% | -68.0% |
| 1Y | -73.5% | +1.9% | -75.4% | -74.4% |
| 3Y | -81.8% | +24.9% | -106.7% | -89.6% |
| 5Y | -95.2% | +18.8% | -114.0% | -96.1% |
| All | -93.9% | +20.5% | -114.4% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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