+108.9%
QQQ vs HTZ
-89.5%
+198.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.4% | +7.5% | -7.1% | -0.1% |
| 30D | +0.2% | +47.4% | -47.2% | -3.1% |
| 3M | -2.8% | -54.9% | +52.1% | +1.0% |
| 6M | +18.0% | -47.0% | +65.0% | +20.4% |
| YTD | +17.3% | -55.3% | +72.6% | +21.0% |
| 1Y | +25.6% | -57.6% | +83.2% | +28.8% |
| 3Y | +93.7% | -86.6% | +180.3% | +123.4% |
| 5Y | +94.2% | -86.1% | +180.3% | +125.3% |
| All | +108.9% | -89.5% | +198.5% | +141.3% |
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