+39.9%
XLB vs HTZ
-89.5%
+129.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | -1.4% | +7.5% | -8.9% | -1.9% |
| 30D | -0.4% | +47.4% | -47.8% | -3.7% |
| 3M | +2.0% | -54.9% | +56.9% | +6.1% |
| 6M | +1.8% | -47.0% | +48.8% | +4.0% |
| YTD | +16.6% | -55.3% | +71.8% | +20.5% |
| 1Y | +16.9% | -57.6% | +74.6% | +20.2% |
| 3Y | +32.6% | -86.6% | +119.2% | +49.2% |
| 5Y | +35.6% | -86.1% | +121.8% | +48.7% |
| All | +39.9% | -89.5% | +129.5% | +59.9% |
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