-70.6%
HTZ vs VSXY
+110.0%
-180.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.4% | -18.4% | -20.6% |
| 7D | -7.7% | +7.2% | -15.0% | -8.0% |
| 30D | -13.1% | +24.9% | -38.0% | -13.8% |
| 3M | +14.7% | +18.3% | -3.6% | +13.5% |
| 6M | -70.6% | +109.4% | -180.0% | -72.3% |
| All | -70.6% | +110.0% | -180.6% | -72.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling