+257.3%
SOXX vs HTZ
-87.1%
+344.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +5.9% | +1.2% |
| 7D | +6.1% | -10.4% | +16.5% | +7.3% |
| 30D | +0.5% | -2.4% | +2.9% | +0.1% |
| 3M | -5.3% | -60.9% | +55.6% | +1.9% |
| 6M | +58.3% | -50.2% | +108.6% | +64.6% |
| YTD | +76.8% | -59.7% | +136.6% | +87.8% |
| 1Y | +114.6% | -66.0% | +180.6% | +129.3% |
| 3Y | +229.6% | -87.1% | +316.7% | +305.1% |
| 5Y | +257.3% | -86.9% | +344.2% | +349.4% |
| All | +257.3% | -87.1% | +344.5% | +349.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling