-86.5%
HTZ vs XME
+127.9%
-214.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +47.4% | +6.0% | +41.4% | +40.6% |
| 3M | -54.9% | -7.7% | -47.2% | -52.0% |
| 6M | -47.0% | +1.0% | -48.0% | -47.3% |
| YTD | -55.3% | +14.6% | -69.9% | -60.0% |
| 1Y | -57.6% | +46.0% | -103.6% | -70.8% |
| All | -86.5% | +127.9% | -214.5% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling