-15.1%
SOXX vs HTZ
-73.5%
+58.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.4% |
| 7D | +9.4% | -8.5% | +17.9% | +10.2% |
| 30D | -13.8% | -18.9% | +5.1% | -11.8% |
| 3M | -18.6% | -36.0% | +17.4% | -15.6% |
| 6M | -15.1% | -74.6% | +59.5% | -2.8% |
| All | -15.1% | -73.5% | +58.4% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling