+162.9%
XLK vs HTZ
-89.5%
+252.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +0.9% | +7.5% | -6.6% | +0.3% |
| 30D | +0.7% | +47.4% | -46.7% | -2.6% |
| 3M | -2.9% | -54.9% | +52.0% | +0.9% |
| 6M | +34.3% | -47.0% | +81.3% | +37.1% |
| YTD | +30.4% | -55.3% | +85.7% | +34.6% |
| 1Y | +43.4% | -57.6% | +101.0% | +47.2% |
| 3Y | +116.8% | -86.6% | +203.4% | +149.4% |
| 5Y | +144.0% | -86.1% | +230.1% | +182.3% |
| All | +162.9% | -89.5% | +252.5% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling