-0.7%
LYB vs HTZ
-87.1%
+86.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.1% | +0.3% |
| 7D | -3.1% | -10.4% | +7.3% | -2.3% |
| 30D | +4.0% | -2.4% | +6.4% | +3.8% |
| 3M | +2.4% | -60.9% | +63.3% | +8.1% |
| 6M | -1.4% | -50.2% | +48.8% | +0.5% |
| YTD | +53.9% | -59.7% | +113.7% | +60.1% |
| 1Y | +26.1% | -66.0% | +92.1% | +31.9% |
| 3Y | -21.0% | -87.1% | +66.0% | -11.4% |
| 5Y | -0.7% | -86.9% | +86.1% | +15.9% |
| All | -0.7% | -87.1% | +86.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling