-91.6%
HTZ vs XME
+130.4%
-222.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.5% |
| 3M | +49.7% | -11.1% | +60.8% | +61.4% |
| 6M | -61.1% | -18.0% | -43.1% | -55.3% |
| YTD | -56.0% | -7.4% | -48.7% | -53.9% |
| 1Y | -66.4% | +6.7% | -73.1% | -68.2% |
| 3Y | -75.8% | +89.9% | -165.7% | -85.6% |
| 5Y | -93.1% | +125.2% | -218.2% | -96.5% |
| All | -91.6% | +130.4% | -222.0% | -95.9% |
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