-91.4%
HTZ vs VSXY
+90.2%
-181.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.8% | -1.3% | -4.9% |
| 7D | -14.0% | -1.6% | -12.4% | -13.6% |
| 30D | -19.8% | +17.8% | -37.6% | -22.9% |
| 3M | -45.0% | +12.5% | -57.5% | -47.0% |
| 6M | -73.2% | +124.7% | -197.9% | -79.4% |
| YTD | -70.0% | +93.2% | -163.2% | -76.0% |
| 1Y | -75.7% | +195.6% | -271.4% | -82.9% |
| 3Y | -82.1% | +434.6% | -516.7% | -90.4% |
| 5Y | -94.3% | +103.3% | -197.6% | -96.2% |
| All | -91.4% | +90.2% | -181.6% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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