+41.9%
XLB vs HTZ
-92.6%
+134.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | -1.4% | -16.4% | +15.1% | -0.3% |
| 30D | +7.1% | -15.1% | +22.2% | +8.0% |
| 3M | +0.6% | -28.2% | +28.8% | +2.1% |
| 6M | +3.5% | -73.1% | +76.5% | +11.2% |
| YTD | +18.2% | -68.3% | +86.5% | +24.6% |
| 1Y | +25.6% | -75.2% | +100.8% | +34.6% |
| 3Y | +46.7% | -81.1% | +127.8% | +53.6% |
| 5Y | +30.9% | -95.0% | +125.9% | +53.0% |
| All | +41.9% | -92.6% | +134.5% | +65.4% |
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