+183.3%
XLE vs HTZ
-93.0%
+276.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +1.8% |
| 7D | +4.4% | -14.0% | +18.3% | +5.2% |
| 30D | -4.3% | -19.8% | +15.5% | -3.5% |
| 3M | +6.0% | -45.0% | +51.0% | +8.9% |
| 6M | +13.2% | -73.2% | +86.4% | +20.2% |
| YTD | +46.7% | -70.0% | +116.8% | +53.1% |
| 1Y | +46.6% | -75.7% | +122.3% | +55.1% |
| 3Y | +69.6% | -82.1% | +151.6% | +73.8% |
| 5Y | +166.5% | -94.3% | +260.8% | +202.9% |
| All | +183.3% | -93.0% | +276.3% | +215.6% |
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 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