-2.6%
TLT vs HTZ
-69.0%
+66.4%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -20.8% | +21.0% | +0.2% |
| 7D | +0.5% | -7.7% | +8.3% | +0.5% |
| 30D | +6.0% | -13.1% | +19.1% | +6.0% |
| 3M | -0.9% | +14.7% | -15.7% | -0.7% |
| 6M | -2.6% | -70.6% | +68.0% | -1.9% |
| All | -2.6% | -69.0% | +66.4% | -1.9% |
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 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