+35.7%
XLC vs HTZ
-92.5%
+128.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.4% | +8.8% | +0.9% |
| 7D | +4.9% | -14.6% | +19.5% | +5.7% |
| 30D | -5.8% | -20.8% | +15.0% | -4.8% |
| 3M | -5.4% | -18.8% | +13.4% | -5.1% |
| 6M | -10.2% | -74.7% | +64.5% | -4.0% |
| YTD | -10.2% | -68.1% | +57.9% | -6.2% |
| 1Y | -5.6% | -73.5% | +67.9% | -0.3% |
| 3Y | +61.0% | -81.8% | +142.8% | +68.7% |
| 5Y | +35.2% | -95.2% | +130.5% | +58.5% |
| All | +35.7% | -92.5% | +128.2% | +56.2% |
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