+86.7%
QLD vs HTZ
-92.9%
+179.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | +0.6% |
| 7D | -9.4% | +18.9% | -28.3% | -11.6% |
| 30D | -17.1% | +26.3% | -43.3% | -20.1% |
| 3M | -10.4% | +49.7% | -60.1% | -17.3% |
| 6M | +0.7% | -61.1% | +61.8% | +11.0% |
| YTD | +17.7% | -56.0% | +73.8% | +25.3% |
| 1Y | +14.7% | -66.4% | +81.1% | +27.0% |
| 3Y | +169.6% | -75.8% | +245.4% | +195.8% |
| 5Y | +86.7% | -93.1% | +179.7% | +198.8% |
| All | +86.7% | -92.9% | +179.6% | +198.8% |
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