-93.9%
HTZ vs XLRE
+19.9%
-113.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | -27.4% | -1.2% | -26.3% | -26.0% |
| 30D | -11.4% | +6.4% | -17.7% | -17.0% |
| 3M | -33.1% | +2.0% | -35.1% | -34.3% |
| 6M | -73.5% | +1.8% | -75.3% | -74.1% |
| YTD | -68.1% | +13.2% | -81.3% | -72.4% |
| 1Y | -74.3% | +10.7% | -85.0% | -77.1% |
| 3Y | -80.9% | +43.7% | -124.6% | -86.9% |
| 5Y | -93.8% | +9.7% | -103.5% | -94.3% |
| All | -93.9% | +19.9% | -113.8% | -94.9% |
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