-91.5%
HTZ vs XME
+185.1%
-276.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.2% |
| 3M | -54.9% | -7.7% | -47.2% | -52.1% |
| 6M | -47.0% | +1.0% | -48.0% | -47.2% |
| YTD | -55.3% | +14.6% | -69.9% | -59.5% |
| 1Y | -57.6% | +46.0% | -103.6% | -68.9% |
| 3Y | -86.6% | +127.0% | -213.6% | -92.9% |
| 5Y | -86.1% | +175.8% | -261.9% | -93.9% |
| All | -91.5% | +185.1% | -276.6% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling