+155.5%
QLD vs HTZ
-89.5%
+245.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.6% | +7.5% | -6.9% | -0.4% |
| 30D | -0.1% | +47.4% | -47.6% | -6.7% |
| 3M | -8.4% | -54.9% | +46.5% | -1.2% |
| 6M | +32.2% | -47.0% | +79.2% | +37.5% |
| YTD | +28.9% | -55.3% | +84.2% | +37.1% |
| 1Y | +43.8% | -57.6% | +101.5% | +51.1% |
| 3Y | +176.6% | -86.6% | +263.2% | +264.0% |
| 5Y | +121.6% | -86.1% | +207.7% | +203.4% |
| All | +155.5% | -89.5% | +245.1% | +246.3% |
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 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