-93.4%
HTZ vs USHY
+19.7%
-113.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.3% | -20.5% | -19.8% |
| 7D | -7.7% | -0.5% | -7.2% | -5.8% |
| 30D | -13.1% | -0.1% | -13.1% | -12.6% |
| 3M | +14.7% | -2.5% | +17.2% | +25.0% |
| 6M | -70.6% | -1.3% | -69.3% | -69.1% |
| YTD | -65.2% | -0.2% | -65.0% | -64.4% |
| 1Y | -73.2% | +1.3% | -74.5% | -73.7% |
| 3Y | -80.8% | +23.4% | -104.2% | -88.6% |
| 5Y | -94.8% | +18.1% | -112.9% | -95.7% |
| All | -93.4% | +19.7% | -113.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling