+73.8%
XLI vs HTZ
-93.6%
+167.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.3% | -8.0% | +0.7% |
| 7D | +0.9% | -27.4% | +28.3% | +2.9% |
| 30D | +1.1% | -11.4% | +12.4% | +1.6% |
| 3M | -7.7% | -33.1% | +25.4% | -5.9% |
| 6M | -1.8% | -73.5% | +71.7% | +5.4% |
| YTD | +11.1% | -68.1% | +79.2% | +16.8% |
| 1Y | +12.1% | -74.3% | +86.4% | +19.6% |
| 3Y | +73.8% | -80.9% | +154.7% | +83.0% |
| 5Y | +73.8% | -93.8% | +167.5% | +111.8% |
| All | +73.8% | -93.6% | +167.4% | +111.8% |
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