-91.6%
HTZ vs USHY
+20.1%
-111.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +7.1% |
| 7D | +18.9% | -0.2% | +19.1% | +19.8% |
| 30D | +26.3% | +0.7% | +25.6% | +24.0% |
| 3M | +49.7% | -2.2% | +51.9% | +61.2% |
| 6M | -61.1% | -0.9% | -60.3% | -59.8% |
| YTD | -56.0% | +0.2% | -56.2% | -55.6% |
| 1Y | -66.4% | +1.7% | -68.2% | -67.6% |
| 3Y | -75.8% | +23.8% | -99.6% | -85.8% |
| 5Y | -93.1% | +18.9% | -112.0% | -94.4% |
| All | -91.6% | +20.1% | -111.7% | -93.6% |
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