-1.6%
XLU vs HTZ
-72.5%
+70.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.1% | +0.1% |
| 7D | +0.5% | -27.4% | +27.9% | +0.8% |
| 30D | +5.3% | -11.4% | +16.6% | +5.4% |
| 3M | +1.2% | -33.1% | +34.2% | +1.2% |
| 6M | -1.6% | -73.5% | +71.9% | -0.1% |
| All | -1.6% | -72.5% | +70.9% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling