+61.9%
XLV vs HTZ
-92.5%
+154.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -0.3% |
| 7D | -0.4% | -27.4% | +27.1% | +0.6% |
| 30D | +9.9% | -11.4% | +21.2% | +10.2% |
| 3M | +12.9% | -33.1% | +46.0% | +14.0% |
| 6M | +33.2% | -73.5% | +106.7% | +37.8% |
| YTD | +23.6% | -68.1% | +91.7% | +26.6% |
| 1Y | +27.5% | -74.3% | +101.8% | +31.5% |
| 3Y | +57.3% | -80.9% | +138.2% | +61.1% |
| 5Y | +53.9% | -93.8% | +147.7% | +64.3% |
| All | +61.9% | -92.5% | +154.4% | +74.1% |
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