+267.5%
SOXX vs HTZ
-90.7%
+358.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +1.4% | -11.3% | +12.7% | +2.6% |
| 30D | -3.6% | -27.1% | +23.6% | -0.7% |
| 3M | -10.2% | -59.5% | +49.4% | -3.8% |
| 6M | +54.2% | -50.5% | +104.7% | +60.4% |
| YTD | +75.2% | -60.3% | +135.5% | +86.2% |
| 1Y | +107.5% | -67.1% | +174.7% | +122.5% |
| 3Y | +226.8% | -87.4% | +314.2% | +296.4% |
| 5Y | +251.2% | -87.2% | +338.4% | +330.1% |
| All | +267.5% | -90.7% | +358.2% | +367.8% |
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