-81.1%
HTZ vs XLRE
+42.8%
-124.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -2.7% |
| 7D | -16.4% | +2.3% | -18.7% | -18.2% |
| 30D | -15.1% | +7.3% | -22.4% | -22.4% |
| 3M | -28.2% | +0.1% | -28.3% | -27.9% |
| 6M | -73.1% | +2.3% | -75.3% | -74.0% |
| YTD | -68.3% | +13.3% | -81.6% | -73.6% |
| 1Y | -75.2% | +12.0% | -87.2% | -79.0% |
| 3Y | -81.1% | +45.5% | -126.6% | -89.5% |
| All | -81.1% | +42.8% | -124.0% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling