+26.1%
KRE vs HTZ
-91.9%
+117.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -20.8% | +18.3% | -0.3% |
| 7D | -0.8% | -7.7% | +7.0% | -0.2% |
| 30D | +3.2% | -13.1% | +16.3% | +4.2% |
| 3M | -6.0% | +14.7% | -20.7% | -9.2% |
| 6M | +4.6% | -70.6% | +75.2% | +15.8% |
| YTD | +13.5% | -65.2% | +78.7% | +21.6% |
| 1Y | +22.2% | -73.2% | +95.4% | +34.9% |
| 3Y | +79.8% | -80.8% | +160.6% | +92.2% |
| 5Y | +11.2% | -94.8% | +106.0% | +40.0% |
| All | +26.1% | -91.9% | +117.9% | +55.8% |
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