+30.5%
KRE vs HTZ
-89.5%
+120.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +1.3% | +7.5% | -6.2% | +0.5% |
| 30D | -2.7% | +47.4% | -50.1% | -7.8% |
| 3M | +8.2% | -54.9% | +63.1% | +15.0% |
| 6M | +12.8% | -47.0% | +59.8% | +16.3% |
| YTD | +17.5% | -55.3% | +72.8% | +23.4% |
| 1Y | +16.6% | -57.6% | +74.2% | +21.2% |
| 3Y | +79.5% | -86.6% | +166.1% | +111.7% |
| 5Y | +32.4% | -86.1% | +118.5% | +49.0% |
| All | +30.5% | -89.5% | +120.0% | +58.1% |
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