-94.8%
HTZ vs VSXY
+102.5%
-197.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.4% | -18.4% | -20.1% |
| 7D | -7.7% | +7.2% | -15.0% | -9.2% |
| 30D | -13.1% | +24.9% | -38.0% | -18.2% |
| 3M | +14.7% | +18.3% | -3.6% | +8.6% |
| 6M | -70.6% | +109.4% | -180.0% | -77.5% |
| YTD | -65.2% | +96.3% | -161.4% | -73.0% |
| 1Y | -73.2% | +184.0% | -257.2% | -81.7% |
| 3Y | -80.8% | +443.0% | -523.8% | -90.8% |
| 5Y | -94.8% | +106.9% | -201.7% | -96.6% |
| All | -94.8% | +102.5% | -197.3% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling