+212.5%
SOXX vs HTZ
-93.2%
+305.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.4% |
| 7D | +9.4% | -8.5% | +17.9% | +10.4% |
| 30D | -13.8% | -18.9% | +5.1% | -12.0% |
| 3M | -18.6% | -36.0% | +17.4% | -15.2% |
| 6M | -15.1% | -74.6% | +59.5% | -4.8% |
| YTD | +49.0% | -70.8% | +119.8% | +63.0% |
| 1Y | +55.3% | -75.3% | +130.6% | +72.5% |
| 3Y | +179.0% | -81.6% | +260.5% | +198.1% |
| 5Y | +166.5% | -94.4% | +261.0% | +247.3% |
| All | +212.5% | -93.2% | +305.7% | +309.4% |
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