+72.5%
XLF vs HTZ
-93.2%
+165.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | +1.0% |
| 7D | +1.9% | -27.5% | +29.5% | +3.9% |
| 30D | +6.5% | -21.9% | +28.4% | +7.9% |
| 3M | +1.2% | -29.2% | +30.4% | +2.7% |
| 6M | +14.6% | -75.2% | +89.8% | +23.1% |
| YTD | +7.7% | -70.8% | +78.5% | +13.6% |
| 1Y | +11.8% | -76.1% | +87.9% | +19.4% |
| 3Y | +80.1% | -82.5% | +162.6% | +88.2% |
| 5Y | +59.0% | -94.1% | +153.1% | +84.8% |
| All | +72.5% | -93.2% | +165.7% | +101.6% |
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