+33.1%
XLV vs HTZ
-86.1%
+119.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.0% | +2.5% | -2.4% |
| 7D | -2.6% | -2.5% | -0.2% | -2.6% |
| 30D | +0.9% | -3.7% | +4.6% | +0.8% |
| 3M | +10.0% | -57.0% | +67.0% | +11.6% |
| 6M | +10.4% | -47.0% | +57.4% | +11.2% |
| YTD | +8.9% | -57.5% | +66.4% | +10.2% |
| 1Y | +23.4% | -63.5% | +86.8% | +25.0% |
| 3Y | +33.1% | -86.3% | +119.4% | +44.5% |
| All | +33.1% | -86.1% | +119.2% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling