+179.7%
XLE vs HTZ
-89.7%
+269.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.2% | -13.9% | -5.2% |
| 7D | -7.2% | +18.9% | -26.1% | -8.1% |
| 30D | +0.1% | +26.3% | -26.1% | -1.4% |
| 3M | +9.2% | +49.7% | -40.5% | +5.6% |
| 6M | +8.4% | -61.1% | +69.5% | +12.8% |
| YTD | +44.9% | -56.0% | +100.9% | +48.3% |
| 1Y | +49.9% | -66.4% | +116.3% | +56.2% |
| 3Y | +61.1% | -75.8% | +136.9% | +63.8% |
| 5Y | +163.4% | -93.1% | +256.4% | +197.1% |
| All | +179.7% | -89.7% | +269.4% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling