+133.5%
QLD vs HTZ
-81.0%
+214.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -20.8% | +8.1% | -11.3% |
| 7D | -18.6% | -7.7% | -10.8% | -18.0% |
| 30D | -28.3% | -13.1% | -15.2% | -27.6% |
| 3M | -20.4% | +14.7% | -35.1% | -21.6% |
| 6M | -14.3% | -70.6% | +56.3% | -8.9% |
| YTD | +2.8% | -65.2% | +67.9% | +7.5% |
| 1Y | -1.2% | -73.2% | +72.0% | +4.6% |
| All | +133.5% | -81.0% | +214.5% | +150.9% |
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 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