-91.5%
HTZ vs USHY
+22.9%
-114.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +7.5% | -0.1% | +7.6% | +7.9% |
| 30D | +47.4% | +0.1% | +47.3% | +47.1% |
| 3M | -54.9% | +0.8% | -55.7% | -56.0% |
| 6M | -47.0% | +1.7% | -48.7% | -49.4% |
| YTD | -55.3% | +2.5% | -57.7% | -58.1% |
| 1Y | -57.6% | +4.4% | -62.0% | -62.5% |
| 3Y | -86.6% | +27.4% | -114.0% | -92.8% |
| 5Y | -86.1% | +21.7% | -107.9% | -89.4% |
| All | -91.5% | +22.9% | -114.4% | -93.9% |
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