+61.3%
XLU vs HTZ
-93.2%
+154.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | +2.1% | -8.5% | +10.6% | +2.3% |
| 30D | +5.6% | -18.9% | +24.5% | +6.0% |
| 3M | +0.7% | -36.0% | +36.8% | +1.7% |
| 6M | -0.1% | -74.6% | +74.5% | +3.0% |
| YTD | +5.3% | -70.8% | +76.1% | +7.7% |
| 1Y | +2.2% | -75.3% | +77.4% | +4.9% |
| 3Y | +61.6% | -81.6% | +143.2% | +64.3% |
| 5Y | +53.6% | -94.4% | +148.0% | +62.1% |
| All | +61.3% | -93.2% | +154.5% | +71.9% |
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