+58.0%
XLU vs HTZ
-92.5%
+150.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | -0.2% |
| 7D | -0.7% | -14.6% | +13.9% | -0.3% |
| 30D | +4.8% | -20.8% | +25.6% | +5.4% |
| 3M | +0.2% | -18.8% | +19.0% | +0.4% |
| 6M | -4.3% | -74.7% | +70.3% | -1.4% |
| YTD | +3.1% | -68.1% | +71.2% | +5.2% |
| 1Y | +0.3% | -73.5% | +73.8% | +2.8% |
| 3Y | +52.9% | -81.8% | +134.7% | +55.9% |
| 5Y | +49.1% | -95.2% | +144.4% | +57.2% |
| All | +58.0% | -92.5% | +150.6% | +68.0% |
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