+51.4%
XLP vs HTZ
-89.7%
+141.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.2% | -5.8% | +3.1% |
| 7D | +5.9% | +18.9% | -13.1% | +5.4% |
| 30D | +13.5% | +26.3% | -12.8% | +12.8% |
| 3M | +8.4% | +49.7% | -41.3% | +7.0% |
| 6M | +11.5% | -61.1% | +72.6% | +13.5% |
| YTD | +20.6% | -56.0% | +76.7% | +22.0% |
| 1Y | +24.3% | -66.4% | +90.7% | +26.6% |
| 3Y | +45.1% | -75.8% | +120.8% | +47.0% |
| 5Y | +44.6% | -93.1% | +137.7% | +51.4% |
| All | +51.4% | -89.7% | +141.1% | +58.2% |
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 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