+172.7%
XLE vs HTZ
-92.6%
+265.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -7.9% | -16.4% | +8.5% | -7.2% |
| 30D | -4.8% | -15.1% | +10.3% | -4.3% |
| 3M | +8.4% | -28.2% | +36.6% | +9.5% |
| 6M | +12.7% | -73.1% | +85.7% | +19.7% |
| YTD | +41.3% | -68.3% | +109.6% | +47.0% |
| 1Y | +42.3% | -75.2% | +117.5% | +50.6% |
| 3Y | +65.1% | -81.1% | +146.2% | +68.9% |
| 5Y | +150.2% | -95.0% | +245.2% | +187.1% |
| All | +172.7% | -92.6% | +265.3% | +203.1% |
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