+108.9%
QLD vs HTZ
-92.5%
+201.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.4% | +10.9% | +3.7% |
| 7D | -10.3% | -14.6% | +4.3% | -8.3% |
| 30D | -26.1% | -20.8% | -5.3% | -23.9% |
| 3M | -17.8% | -18.8% | +1.1% | -16.5% |
| 6M | -15.6% | -74.7% | +59.1% | -1.8% |
| YTD | +5.4% | -68.1% | +73.5% | +16.8% |
| 1Y | +5.2% | -73.5% | +78.7% | +19.4% |
| 3Y | +139.4% | -81.8% | +221.3% | +163.9% |
| 5Y | +66.7% | -95.2% | +161.9% | +143.0% |
| All | +108.9% | -92.5% | +201.4% | +195.0% |
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 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