+40.4%
XLB vs HTZ
-82.6%
+122.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.3% |
| 7D | -1.5% | -14.6% | +13.1% | -0.9% |
| 30D | +6.1% | -20.8% | +26.8% | +7.0% |
| 3M | 0.0% | -18.8% | +18.8% | +0.5% |
| 6M | 0.0% | -74.7% | +74.6% | +5.4% |
| YTD | +16.0% | -68.1% | +84.1% | +20.3% |
| 1Y | +24.7% | -73.5% | +98.2% | +30.3% |
| 3Y | +40.4% | -81.8% | +122.2% | +49.1% |
| All | +40.4% | -82.6% | +122.9% | +49.1% |
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