-66.4%
HTZ vs XME
+5.2%
-71.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +9.9% |
| 7D | +18.9% | -5.5% | +24.4% | +23.6% |
| 30D | +26.3% | -11.1% | +37.4% | +36.9% |
| 3M | +49.7% | -11.1% | +60.8% | +61.2% |
| 6M | -61.1% | -18.0% | -43.1% | -55.5% |
| YTD | -56.0% | -7.4% | -48.7% | -54.9% |
| 1Y | -66.4% | +6.7% | -73.1% | -70.0% |
| All | -66.4% | +5.2% | -71.6% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling