+50.6%
LYB vs HTZ
-60.6%
+111.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.2% | -13.9% | -4.8% |
| 7D | -6.2% | +18.9% | -25.2% | -6.5% |
| 30D | +6.3% | +26.3% | -19.9% | +5.8% |
| 3M | +4.1% | +49.7% | -45.6% | +2.2% |
| 6M | -15.5% | -61.1% | +45.6% | -12.7% |
| YTD | +50.2% | -56.0% | +106.3% | +53.1% |
| 1Y | +50.6% | -66.4% | +117.0% | +65.0% |
| All | +50.6% | -60.6% | +111.2% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling