-86.4%
HTZ vs XHB
+37.5%
-123.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.5% |
| 7D | +7.5% | -1.3% | +8.8% | +8.5% |
| 30D | +47.4% | -6.9% | +54.3% | +56.3% |
| 3M | -54.9% | -1.3% | -53.6% | -56.4% |
| 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% | -89.6% |
| All | -86.4% | +37.5% | -123.9% | -89.9% |
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