-94.3%
HTZ vs XLRE
+19.3%
-113.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.5% |
| 7D | -14.0% | +0.1% | -14.1% | -14.0% |
| 30D | -19.8% | +6.0% | -25.8% | -24.6% |
| 3M | -45.0% | +0.5% | -45.5% | -45.2% |
| 6M | -73.2% | +1.2% | -74.4% | -73.7% |
| YTD | -70.0% | +12.6% | -82.6% | -73.9% |
| 1Y | -75.7% | +11.0% | -86.7% | -78.5% |
| 3Y | -82.1% | +43.0% | -125.0% | -87.6% |
| 5Y | -94.3% | +9.1% | -103.4% | -94.8% |
| All | -94.3% | +19.3% | -113.6% | -95.2% |
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