+44.7%
XLU vs HTZ
-87.1%
+131.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +1.0% |
| 7D | +2.1% | -2.5% | +4.5% | +2.2% |
| 30D | -0.4% | -3.7% | +3.4% | -0.4% |
| 3M | +0.5% | -57.0% | +57.5% | +2.3% |
| 6M | -5.8% | -47.0% | +41.2% | -5.0% |
| YTD | +3.1% | -57.5% | +60.6% | +4.6% |
| 1Y | +8.1% | -63.5% | +71.6% | +9.8% |
| 3Y | +50.5% | -86.3% | +136.9% | +58.2% |
| 5Y | +44.7% | -86.8% | +131.5% | +46.9% |
| All | +44.7% | -87.1% | +131.9% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling