+48.3%
XLP vs HTZ
-92.5%
+140.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.4% | +7.1% | -1.1% |
| 7D | +0.7% | -14.6% | +15.3% | +1.1% |
| 30D | +10.3% | -20.8% | +31.0% | +10.8% |
| 3M | +6.5% | -18.8% | +25.3% | +6.8% |
| 6M | +8.4% | -74.7% | +83.1% | +11.4% |
| YTD | +18.2% | -68.1% | +86.3% | +20.3% |
| 1Y | +22.4% | -73.5% | +95.9% | +25.3% |
| 3Y | +41.9% | -81.8% | +123.7% | +44.6% |
| 5Y | +40.9% | -95.2% | +136.1% | +48.6% |
| All | +48.3% | -92.5% | +140.9% | +56.1% |
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