-91.6%
HTZ vs XHB
+53.5%
-145.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.4% | +3.7% | +4.4% |
| 7D | +18.9% | +9.7% | +9.2% | +9.4% |
| 30D | +26.3% | +11.7% | +14.6% | +14.6% |
| 3M | +49.7% | -1.4% | +51.0% | +51.2% |
| 6M | -61.1% | +6.8% | -67.9% | -65.0% |
| YTD | -56.0% | +5.5% | -61.5% | -59.9% |
| 1Y | -66.4% | +5.1% | -71.6% | -69.3% |
| 3Y | -75.8% | +42.4% | -118.2% | -83.4% |
| 5Y | -93.1% | +41.6% | -134.7% | -95.1% |
| All | -91.6% | +53.5% | -145.1% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling