-7.6%
XLI vs HTZ
-73.5%
+66.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +0.3% |
| 7D | -2.8% | -14.6% | +11.8% | -2.4% |
| 30D | -3.1% | -20.8% | +17.7% | -2.6% |
| 3M | -11.7% | -18.8% | +7.1% | -11.4% |
| 6M | -7.6% | -74.7% | +67.1% | -3.5% |
| All | -7.6% | -73.5% | +66.0% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling