-20.9%
LYB vs HTZ
-86.1%
+65.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +2.0% |
| 7D | -0.9% | -2.5% | +1.6% | -0.8% |
| 30D | +9.5% | -3.7% | +13.3% | +9.4% |
| 3M | +1.3% | -57.0% | +58.3% | +5.1% |
| 6M | -1.7% | -47.0% | +45.2% | -0.7% |
| YTD | +54.1% | -57.5% | +111.6% | +58.5% |
| 1Y | +25.7% | -63.5% | +89.1% | +29.8% |
| 3Y | -20.9% | -86.3% | +65.4% | -14.7% |
| All | -20.9% | -86.1% | +65.2% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling