-12.5%
LYB vs HTZ
-89.5%
+77.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -0.2% | +7.5% | -7.7% | -0.8% |
| 30D | +8.7% | +47.4% | -38.7% | +4.6% |
| 3M | -3.0% | -54.9% | +51.9% | +1.4% |
| 6M | +4.7% | -47.0% | +51.7% | +6.5% |
| YTD | +51.6% | -55.3% | +106.8% | +56.6% |
| 1Y | +24.4% | -57.6% | +82.0% | +27.7% |
| 3Y | -23.5% | -86.6% | +63.1% | -14.0% |
| 5Y | -6.5% | -86.1% | +79.6% | +0.1% |
| All | -12.5% | -89.5% | +77.0% | -0.9% |
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 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