-94.4%
HTZ vs XPO
+285.9%
-380.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.0% |
| 7D | -27.5% | -1.5% | -26.0% | -26.8% |
| 30D | -21.9% | +2.6% | -24.5% | -22.4% |
| 3M | -29.2% | -6.1% | -23.1% | -26.9% |
| 6M | -75.2% | -8.0% | -67.2% | -74.4% |
| YTD | -70.8% | +38.5% | -109.3% | -74.9% |
| 1Y | -76.1% | +35.0% | -111.1% | -79.3% |
| 3Y | -82.5% | +126.5% | -209.0% | -88.9% |
| 5Y | -94.1% | +315.4% | -409.5% | -97.4% |
| All | -94.4% | +285.9% | -380.4% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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