-93.4%
HTZ vs XLRE
+19.1%
-112.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.1% |
| 3M | +14.7% | -1.2% | +15.9% | +16.5% |
| 6M | -70.6% | +2.0% | -72.6% | -71.4% |
| YTD | -65.2% | +12.4% | -77.6% | -69.7% |
| 1Y | -73.2% | +12.1% | -85.2% | -76.5% |
| 3Y | -80.8% | +39.8% | -120.7% | -86.5% |
| 5Y | -94.8% | +8.9% | -103.7% | -95.2% |
| All | -93.4% | +19.1% | -112.5% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling