+25.9%
KRE vs HTZ
-92.5%
+118.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.7% |
| 7D | +0.3% | -14.6% | +14.8% | +1.6% |
| 30D | +4.8% | -20.8% | +25.6% | +6.9% |
| 3M | -5.1% | -18.8% | +13.7% | -4.3% |
| 6M | +3.3% | -74.7% | +78.0% | +16.3% |
| YTD | +13.3% | -68.1% | +81.4% | +22.5% |
| 1Y | +22.9% | -73.5% | +96.4% | +35.6% |
| 3Y | +82.1% | -81.8% | +163.9% | +95.0% |
| 5Y | +11.0% | -95.2% | +106.3% | +41.0% |
| All | +25.9% | -92.5% | +118.4% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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