-93.4%
HTZ vs XME
+117.5%
-210.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.6% | -15.2% | -16.8% |
| 7D | -7.7% | -10.5% | +2.8% | +0.5% |
| 30D | -13.1% | -16.5% | +3.4% | -1.0% |
| 3M | +14.7% | -19.2% | +33.9% | +33.6% |
| 6M | -70.6% | -23.8% | -46.8% | -64.1% |
| YTD | -65.2% | -12.6% | -52.6% | -61.6% |
| 1Y | -73.2% | -0.1% | -73.0% | -73.2% |
| 3Y | -80.8% | +79.3% | -160.1% | -88.0% |
| 5Y | -94.8% | +108.2% | -203.0% | -97.2% |
| All | -93.4% | +117.5% | -210.9% | -96.6% |
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