-87.1%
HTZ vs VSXY
+37.4%
-124.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | +7.5% | -14.0% | +21.5% | +11.3% |
| 30D | +47.4% | -15.9% | +63.3% | +53.4% |
| 3M | -54.9% | +3.4% | -58.3% | -55.9% |
| 6M | -47.0% | +25.9% | -72.9% | -52.4% |
| YTD | -55.3% | +39.5% | -94.7% | -61.0% |
| 1Y | -57.6% | +194.4% | -252.0% | -70.6% |
| 3Y | -86.6% | +281.4% | -368.0% | -92.2% |
| 5Y | -86.1% | +12.8% | -98.9% | -89.9% |
| All | -87.1% | +37.4% | -124.5% | -91.0% |
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