+28.6%
XLB vs HTZ
-94.4%
+123.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | +0.5% | -8.5% | +9.1% | +1.1% |
| 30D | +5.2% | -18.9% | +24.1% | +6.4% |
| 3M | +0.3% | -36.0% | +36.3% | +3.0% |
| 6M | +1.2% | -74.6% | +75.7% | +9.5% |
| YTD | +16.6% | -70.8% | +87.5% | +23.9% |
| 1Y | +21.4% | -75.3% | +96.7% | +30.5% |
| 3Y | +43.2% | -81.6% | +124.8% | +51.3% |
| All | +28.6% | -94.4% | +123.1% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling