+34.7%
XLC vs HTZ
-94.7%
+129.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -20.8% | +20.2% | +0.7% |
| 7D | +3.1% | -7.7% | +10.8% | +3.4% |
| 30D | -6.5% | -13.1% | +6.6% | -6.0% |
| 3M | -5.6% | +14.7% | -20.3% | -7.5% |
| 6M | -9.2% | -70.6% | +61.4% | -3.6% |
| YTD | -10.6% | -65.2% | +54.6% | -6.8% |
| 1Y | -6.9% | -73.2% | +66.3% | -1.2% |
| 3Y | +59.9% | -80.8% | +140.7% | +70.6% |
| 5Y | +34.7% | -94.8% | +129.5% | +68.6% |
| All | +34.7% | -94.7% | +129.4% | +68.6% |
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