-81.8%
HTZ vs USHY
+23.7%
-105.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | 0.0% | -8.4% | -8.4% |
| 7D | -14.6% | -0.3% | -14.3% | -13.0% |
| 30D | -20.8% | 0.0% | -20.8% | -20.4% |
| 3M | -18.8% | -2.4% | -16.4% | -6.9% |
| 6M | -74.7% | -1.6% | -73.1% | -72.2% |
| YTD | -68.1% | -0.2% | -67.9% | -67.1% |
| 1Y | -73.5% | +1.2% | -74.7% | -74.5% |
| 3Y | -81.8% | +24.1% | -105.9% | -93.5% |
| All | -81.8% | +23.7% | -105.5% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling