+61.0%
XLC vs HTZ
-82.6%
+143.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.4% | +8.8% | +0.7% |
| 7D | +4.9% | -14.6% | +19.5% | +5.3% |
| 30D | -5.8% | -20.8% | +15.0% | -5.3% |
| 3M | -5.4% | -18.8% | +13.4% | -5.3% |
| 6M | -10.2% | -74.7% | +64.5% | -7.4% |
| YTD | -10.2% | -68.1% | +57.9% | -8.3% |
| 1Y | -5.6% | -73.5% | +67.9% | -3.2% |
| 3Y | +61.0% | -81.8% | +142.8% | +67.9% |
| All | +61.0% | -82.6% | +143.6% | +67.9% |
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 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