-91.5%
HTZ vs XHB
+46.6%
-138.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.5% |
| 7D | +7.5% | -1.3% | +8.8% | +8.6% |
| 30D | +47.4% | -6.9% | +54.3% | +56.5% |
| 3M | -54.9% | -1.3% | -53.6% | -56.5% |
| 6M | -47.0% | -6.8% | -40.2% | -45.9% |
| YTD | -55.3% | +0.7% | -56.0% | -57.5% |
| 1Y | -57.6% | -11.2% | -46.4% | -54.8% |
| 3Y | -86.6% | +25.3% | -111.9% | -89.7% |
| 5Y | -86.1% | +37.3% | -123.4% | -89.7% |
| All | -91.5% | +46.6% | -138.0% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling