-93.9%
HTZ vs XME
+124.8%
-218.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.4% | -11.7% | -10.8% |
| 7D | -14.6% | -4.5% | -10.1% | -11.4% |
| 30D | -20.8% | -10.9% | -9.9% | -14.0% |
| 3M | -18.8% | -15.3% | -3.6% | -8.7% |
| 6M | -74.7% | -24.6% | -50.1% | -69.0% |
| YTD | -68.1% | -9.6% | -58.5% | -65.8% |
| 1Y | -73.5% | +2.9% | -76.4% | -74.1% |
| 3Y | -81.8% | +86.9% | -168.7% | -89.0% |
| 5Y | -95.2% | +115.2% | -210.4% | -97.5% |
| All | -93.9% | +124.8% | -218.7% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling