+71.3%
XLF vs HTZ
-89.5%
+160.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | 0.0% | +7.5% | -7.5% | -0.5% |
| 30D | +0.2% | +47.4% | -47.3% | -3.0% |
| 3M | +11.7% | -54.9% | +66.6% | +15.9% |
| 6M | +13.8% | -47.0% | +60.8% | +15.9% |
| YTD | +7.0% | -55.3% | +62.3% | +10.2% |
| 1Y | +9.1% | -57.6% | +66.8% | +11.9% |
| 3Y | +75.6% | -86.6% | +162.2% | +97.1% |
| 5Y | +66.4% | -86.1% | +152.6% | +80.0% |
| All | +71.3% | -89.5% | +160.9% | +95.6% |
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 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