-94.4%
HTZ vs XLRE
+19.9%
-114.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.8% | -7.8% |
| 7D | -27.5% | +2.1% | -29.6% | -28.7% |
| 30D | -21.9% | +7.1% | -29.0% | -27.5% |
| 3M | -29.2% | +1.3% | -30.5% | -30.1% |
| 6M | -75.2% | +2.1% | -77.3% | -75.9% |
| YTD | -70.8% | +13.1% | -84.0% | -74.8% |
| 1Y | -76.1% | +11.9% | -88.0% | -79.0% |
| 3Y | -82.5% | +43.7% | -126.2% | -88.0% |
| 5Y | -94.1% | +9.7% | -103.8% | -94.6% |
| All | -94.4% | +19.9% | -114.3% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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