+140.2%
XLK vs HTZ
-92.6%
+232.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -1.9% | -16.4% | +14.5% | -0.7% |
| 30D | -14.0% | -15.1% | +1.1% | -13.2% |
| 3M | -9.0% | -28.2% | +19.2% | -7.5% |
| 6M | -2.4% | -73.1% | +70.6% | +4.9% |
| YTD | +19.1% | -68.3% | +87.4% | +25.6% |
| 1Y | +19.2% | -75.2% | +94.4% | +27.7% |
| 3Y | +99.1% | -81.1% | +180.2% | +108.4% |
| 5Y | +112.0% | -95.0% | +207.0% | +152.9% |
| All | +140.2% | -92.6% | +232.8% | +184.3% |
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