-11.4%
LYB vs HTZ
-90.7%
+79.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.3% |
| 7D | -0.7% | -9.7% | +9.0% | 0.0% |
| 30D | +1.5% | -16.3% | +17.9% | +2.6% |
| 3M | -0.3% | -58.8% | +58.5% | +4.9% |
| 6M | +0.1% | -48.9% | +48.9% | +1.8% |
| YTD | +53.4% | -60.1% | +113.6% | +59.8% |
| 1Y | +25.6% | -65.0% | +90.6% | +31.2% |
| 3Y | -21.3% | -87.2% | +65.9% | -11.6% |
| 5Y | -2.4% | -87.1% | +84.7% | +4.8% |
| All | -11.4% | -90.7% | +79.3% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling