+262.5%
SOXX vs HTZ
-89.5%
+352.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | +2.2% | +7.5% | -5.3% | +1.4% |
| 30D | -2.0% | +47.4% | -49.5% | -6.9% |
| 3M | -13.7% | -54.9% | +41.2% | -8.5% |
| 6M | +52.4% | -47.0% | +99.4% | +57.4% |
| YTD | +72.8% | -55.3% | +128.1% | +81.5% |
| 1Y | +113.9% | -57.6% | +171.5% | +122.8% |
| 3Y | +210.7% | -86.6% | +297.3% | +277.3% |
| 5Y | +244.6% | -86.1% | +330.8% | +318.3% |
| All | +262.5% | -89.5% | +352.0% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling