+32.5%
XEL vs HTZ
-89.5%
+122.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.0% | +7.5% | -8.4% | -1.1% |
| 30D | -1.9% | +47.4% | -49.4% | -2.9% |
| 3M | -1.9% | -54.9% | +53.0% | -0.7% |
| 6M | -7.4% | -47.0% | +39.6% | -6.7% |
| YTD | +4.1% | -55.3% | +59.3% | +5.2% |
| 1Y | +8.0% | -57.6% | +65.7% | +9.0% |
| 3Y | +48.4% | -86.6% | +135.0% | +52.6% |
| 5Y | +27.2% | -86.1% | +113.4% | +31.5% |
| All | +32.5% | -89.5% | +122.0% | +37.8% |
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 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