-81.8%
HTZ vs VSXY
+450.7%
-532.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.6% | -10.0% | -8.7% |
| 7D | -14.6% | +11.8% | -26.4% | -16.4% |
| 30D | -20.8% | +25.9% | -46.7% | -24.6% |
| 3M | -18.8% | +15.5% | -34.3% | -22.0% |
| 6M | -74.7% | +109.7% | -184.4% | -79.5% |
| YTD | -68.1% | +99.5% | -167.6% | -74.0% |
| 1Y | -73.5% | +197.5% | -271.0% | -80.7% |
| 3Y | -81.8% | +453.3% | -535.1% | -90.2% |
| All | -81.8% | +450.7% | -532.5% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling