-71.3%
HTZ vs XE
-65.4%
-5.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +15.9% | -24.3% | -12.5% |
| 7D | -14.6% | -4.6% | -10.0% | -13.6% |
| 30D | -20.8% | -27.5% | +6.7% | -13.9% |
| 3M | -18.8% | -49.9% | +31.1% | -4.1% |
| 6M | -74.7% | -67.2% | -7.5% | -68.2% |
| All | -71.3% | -65.4% | -5.9% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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