+41.4%
XLV vs HTZ
-90.7%
+132.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -4.4% | -9.7% | +5.3% | -4.1% |
| 30D | -1.4% | -16.3% | +14.9% | -1.0% |
| 3M | +8.9% | -58.8% | +67.7% | +11.2% |
| 6M | +9.1% | -48.9% | +58.0% | +10.3% |
| YTD | +7.9% | -60.1% | +68.0% | +10.0% |
| 1Y | +22.7% | -65.0% | +87.7% | +25.1% |
| 3Y | +31.9% | -87.2% | +119.1% | +39.5% |
| 5Y | +34.9% | -87.1% | +122.0% | +42.5% |
| All | +41.4% | -90.7% | +132.1% | +51.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling