+54.0%
XLV vs HTZ
-94.4%
+148.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | +2.2% | -8.5% | +10.7% | +2.5% |
| 30D | +8.6% | -18.9% | +27.5% | +9.2% |
| 3M | +12.6% | -36.0% | +48.6% | +14.1% |
| 6M | +29.8% | -74.6% | +104.4% | +35.0% |
| YTD | +23.5% | -70.8% | +94.3% | +27.3% |
| 1Y | +25.7% | -75.3% | +101.0% | +30.3% |
| 3Y | +56.3% | -81.6% | +137.9% | +61.5% |
| All | +54.0% | -94.4% | +148.5% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling