+62.6%
QLD vs HTZ
-94.7%
+157.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -20.8% | +8.1% | -9.7% |
| 7D | -18.6% | -7.7% | -10.8% | -17.5% |
| 30D | -28.3% | -13.1% | -15.2% | -26.9% |
| 3M | -20.4% | +14.7% | -35.1% | -23.6% |
| 6M | -14.3% | -70.6% | +56.3% | -1.5% |
| YTD | +2.8% | -65.2% | +67.9% | +13.2% |
| 1Y | -1.2% | -73.2% | +72.0% | +13.1% |
| 3Y | +135.3% | -80.8% | +216.1% | +167.4% |
| 5Y | +62.6% | -94.8% | +157.4% | +172.3% |
| All | +62.6% | -94.7% | +157.3% | +172.3% |
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