-94.4%
HTZ vs XHB
+47.3%
-141.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.6% | -5.3% | -5.6% |
| 7D | -27.5% | +1.2% | -28.7% | -27.5% |
| 30D | -21.9% | +8.9% | -30.7% | -26.9% |
| 3M | -29.2% | -4.2% | -25.1% | -25.9% |
| 6M | -75.2% | +1.4% | -76.6% | -76.5% |
| YTD | -70.8% | +1.2% | -72.0% | -72.1% |
| 1Y | -76.1% | -1.3% | -74.8% | -76.7% |
| 3Y | -82.5% | +36.6% | -119.1% | -87.4% |
| 5Y | -94.1% | +34.3% | -128.4% | -95.6% |
| All | -94.4% | +47.3% | -141.7% | -96.3% |
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