+69.2%
XLF vs HTZ
-92.5%
+161.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.8% | -0.1% |
| 7D | +1.2% | -14.6% | +15.7% | +2.0% |
| 30D | +6.3% | -20.8% | +27.1% | +7.7% |
| 3M | -0.8% | -18.8% | +18.0% | -0.2% |
| 6M | +11.0% | -74.7% | +85.7% | +19.3% |
| YTD | +5.6% | -68.1% | +73.7% | +10.8% |
| 1Y | +10.8% | -73.5% | +84.3% | +17.5% |
| 3Y | +77.8% | -81.8% | +159.6% | +86.1% |
| 5Y | +55.6% | -95.2% | +150.9% | +81.8% |
| All | +69.2% | -92.5% | +161.7% | +96.7% |
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