-94.1%
HTZ vs USHY
+18.8%
-112.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -6.8% |
| 7D | -27.5% | +0.3% | -27.8% | -27.9% |
| 30D | -21.9% | -0.1% | -21.7% | -21.1% |
| 3M | -29.2% | -1.9% | -27.4% | -24.4% |
| 6M | -75.2% | -1.0% | -74.2% | -74.2% |
| YTD | -70.8% | +0.4% | -71.2% | -70.6% |
| 1Y | -76.1% | +1.4% | -77.5% | -76.6% |
| 3Y | -82.5% | +24.9% | -107.4% | -89.9% |
| 5Y | -94.1% | +19.3% | -113.4% | -95.3% |
| All | -94.1% | +18.8% | -112.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling