+56.7%
XLU vs HTZ
-89.5%
+146.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.8% | +7.5% | -6.7% | +0.6% |
| 30D | -1.3% | +47.4% | -48.8% | -2.6% |
| 3M | -1.3% | -54.9% | +53.6% | +0.2% |
| 6M | -7.6% | -47.0% | +39.4% | -6.9% |
| YTD | +2.3% | -55.3% | +57.5% | +3.6% |
| 1Y | +5.8% | -57.6% | +63.4% | +6.9% |
| 3Y | +50.5% | -86.6% | +137.1% | +57.5% |
| 5Y | +44.1% | -86.1% | +130.2% | +50.9% |
| All | +56.7% | -89.5% | +146.2% | +65.3% |
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