+76.9%
XLI vs HTZ
-93.2%
+170.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.9% | +0.4% |
| 7D | -1.5% | -27.5% | +26.0% | +0.4% |
| 30D | -0.3% | -21.9% | +21.6% | +1.0% |
| 3M | -8.4% | -29.2% | +20.9% | -7.0% |
| 6M | -2.1% | -75.2% | +73.1% | +5.3% |
| YTD | +9.6% | -70.8% | +80.5% | +15.7% |
| 1Y | +10.7% | -76.1% | +86.8% | +18.3% |
| 3Y | +71.6% | -82.5% | +154.1% | +79.4% |
| 5Y | +70.8% | -94.1% | +164.9% | +97.0% |
| All | +76.9% | -93.2% | +170.1% | +104.5% |
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