-66.4%
HTZ vs XHB
+5.8%
-72.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.4% | +3.7% | +5.9% |
| 7D | +18.9% | +9.7% | +9.2% | +12.4% |
| 30D | +26.3% | +11.7% | +14.6% | +18.3% |
| 3M | +49.7% | -1.4% | +51.0% | +49.4% |
| 6M | -61.1% | +6.8% | -67.9% | -64.5% |
| YTD | -56.0% | +5.5% | -61.5% | -58.4% |
| 1Y | -66.4% | +5.1% | -71.6% | -68.8% |
| All | -66.4% | +5.8% | -72.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling