-94.8%
HTZ vs XHB
+35.8%
-130.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.4% | -17.4% | -17.8% |
| 7D | -7.7% | +2.5% | -10.3% | -9.1% |
| 30D | -13.1% | +6.7% | -19.8% | -17.3% |
| 3M | +14.7% | -5.8% | +20.6% | +21.5% |
| 6M | -70.6% | +1.7% | -72.3% | -72.1% |
| YTD | -65.2% | +1.9% | -67.1% | -66.9% |
| 1Y | -73.2% | +0.9% | -74.1% | -74.3% |
| 3Y | -80.8% | +37.6% | -118.4% | -86.2% |
| 5Y | -94.8% | +35.7% | -130.5% | -96.3% |
| All | -94.8% | +35.8% | -130.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling