-94.8%
HTZ vs XLRE
+8.1%
-102.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.8% | -19.0% | -18.6% |
| 7D | -7.7% | +2.9% | -10.6% | -10.1% |
| 30D | -13.1% | +7.8% | -20.9% | -20.3% |
| 3M | +14.7% | -1.2% | +15.9% | +16.6% |
| 6M | -70.6% | +2.0% | -72.6% | -71.4% |
| YTD | -65.2% | +12.4% | -77.6% | -69.8% |
| 1Y | -73.2% | +12.1% | -85.2% | -76.6% |
| 3Y | -80.8% | +39.8% | -120.7% | -86.7% |
| 5Y | -94.8% | +8.9% | -103.7% | -95.3% |
| All | -94.8% | +8.1% | -102.9% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling