-82.8%
QXO vs HTZ
-90.6%
+7.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -3.8% |
| 7D | -3.9% | -10.4% | +6.5% | -3.3% |
| 30D | -17.4% | -2.4% | -15.0% | -17.5% |
| 3M | -22.5% | -60.9% | +38.4% | -19.4% |
| 6M | -41.4% | -50.2% | +8.8% | -39.9% |
| YTD | -34.1% | -59.7% | +25.6% | -31.7% |
| 1Y | -40.8% | -66.0% | +25.2% | -38.5% |
| 3Y | -43.9% | -87.1% | +43.2% | -37.3% |
| 5Y | -69.6% | -86.9% | +17.3% | -66.1% |
| All | -82.8% | -90.6% | +7.8% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling