+171.4%
XLE vs HTZ
-91.9%
+263.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -20.8% | +17.8% | -1.8% |
| 7D | -10.3% | -7.7% | -2.6% | -10.1% |
| 30D | -3.3% | -13.1% | +9.8% | -2.9% |
| 3M | +8.2% | +14.7% | -6.6% | +6.1% |
| 6M | +5.0% | -70.6% | +75.6% | +11.0% |
| YTD | +40.6% | -65.2% | +105.8% | +45.6% |
| 1Y | +45.0% | -73.2% | +118.2% | +52.8% |
| 3Y | +56.3% | -80.8% | +137.1% | +60.8% |
| 5Y | +152.2% | -94.8% | +247.0% | +188.9% |
| All | +171.4% | -91.9% | +263.2% | +200.1% |
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