+68.3%
XLF vs HTZ
-90.6%
+158.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.8% | -0.1% |
| 7D | -1.0% | -10.4% | +9.3% | -0.4% |
| 30D | -1.3% | -2.4% | +1.1% | -1.5% |
| 3M | +9.1% | -60.9% | +70.0% | +14.3% |
| 6M | +14.4% | -50.2% | +64.6% | +16.9% |
| YTD | +5.1% | -59.7% | +64.8% | +8.9% |
| 1Y | +8.6% | -66.0% | +74.6% | +13.1% |
| 3Y | +74.4% | -87.1% | +161.5% | +95.2% |
| 5Y | +64.4% | -86.9% | +151.2% | +78.0% |
| All | +68.3% | -90.6% | +158.9% | +93.4% |
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