+69.9%
XLI vs HTZ
-94.4%
+164.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | +3.8% | -8.5% | +12.3% | +4.3% |
| 30D | +1.0% | -18.9% | +20.0% | +2.1% |
| 3M | -8.9% | -36.0% | +27.1% | -6.7% |
| 6M | -2.3% | -74.6% | +72.3% | +5.2% |
| YTD | +9.7% | -70.8% | +80.5% | +16.0% |
| 1Y | +12.3% | -75.3% | +87.6% | +20.1% |
| 3Y | +71.5% | -81.6% | +153.0% | +80.0% |
| All | +69.9% | -94.4% | +164.3% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling