+144.2%
XLK vs HTZ
-93.0%
+237.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +0.1% |
| 7D | +7.0% | -14.0% | +21.0% | +8.1% |
| 30D | -11.5% | -19.8% | +8.3% | -10.3% |
| 3M | -7.9% | -45.0% | +37.1% | -4.5% |
| 6M | -0.6% | -73.2% | +72.6% | +6.9% |
| YTD | +21.1% | -70.0% | +91.2% | +28.1% |
| 1Y | +18.8% | -75.7% | +94.6% | +27.5% |
| 3Y | +97.3% | -82.1% | +179.3% | +107.1% |
| 5Y | +115.5% | -94.3% | +209.8% | +157.2% |
| All | +144.2% | -93.0% | +237.2% | +190.2% |
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