-95.0%
HTZ vs XLRE
+7.8%
-102.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.7% | -7.7% | -7.6% |
| 7D | -14.6% | +1.9% | -16.5% | -15.8% |
| 30D | -20.8% | +8.5% | -29.2% | -27.8% |
| 3M | -18.8% | -1.0% | -17.8% | -17.4% |
| 6M | -74.7% | 0.0% | -74.7% | -74.8% |
| YTD | -68.1% | +11.7% | -79.8% | -72.1% |
| 1Y | -73.5% | +11.8% | -85.3% | -76.8% |
| 3Y | -81.8% | +40.8% | -122.6% | -87.4% |
| All | -95.0% | +7.8% | -102.8% | -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 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