+43.1%
XEL vs HTZ
-92.5%
+135.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.1% | +1.0% |
| 7D | +0.7% | -27.4% | +28.2% | +1.4% |
| 30D | +9.3% | -11.4% | +20.7% | +9.5% |
| 3M | +5.3% | -33.1% | +38.3% | +5.9% |
| 6M | +2.2% | -73.5% | +75.7% | +4.6% |
| YTD | +12.3% | -68.1% | +80.4% | +14.2% |
| 1Y | +3.0% | -74.3% | +77.3% | +5.2% |
| 3Y | +51.6% | -80.9% | +132.5% | +53.6% |
| 5Y | +50.0% | -93.8% | +143.8% | +55.1% |
| All | +43.1% | -92.5% | +135.6% | +49.6% |
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