+58.1%
XLE vs HTZ
-82.6%
+140.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.2% |
| 7D | -12.0% | -14.6% | +2.6% | -11.7% |
| 30D | -2.7% | -20.8% | +18.0% | -2.2% |
| 3M | +6.6% | -18.8% | +25.4% | +6.7% |
| 6M | +9.5% | -74.7% | +84.2% | +14.0% |
| YTD | +40.6% | -68.1% | +108.6% | +43.9% |
| 1Y | +43.6% | -73.5% | +117.1% | +48.2% |
| 3Y | +58.1% | -81.8% | +139.9% | +59.0% |
| All | +58.1% | -82.6% | +140.6% | +59.0% |
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