+41.4%
XLB vs HTZ
-81.0%
+122.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -20.8% | +17.9% | -1.9% |
| 7D | -0.4% | -7.7% | +7.4% | -0.1% |
| 30D | +5.2% | -13.1% | +18.3% | +5.7% |
| 3M | -0.1% | +14.7% | -14.9% | -1.5% |
| 6M | +2.4% | -70.6% | +73.0% | +7.2% |
| YTD | +16.9% | -65.2% | +82.0% | +20.7% |
| 1Y | +25.0% | -73.2% | +98.2% | +30.5% |
| All | +41.4% | -81.0% | +122.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling