+31.1%
XLY vs HTZ
-90.7%
+121.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -1.7% | -11.3% | +9.6% | -0.7% |
| 30D | -4.2% | -27.1% | +23.0% | -1.8% |
| 3M | -2.7% | -59.5% | +56.8% | +3.3% |
| 6M | -0.6% | -50.5% | +49.8% | +2.5% |
| YTD | -5.0% | -60.3% | +55.3% | -0.1% |
| 1Y | -4.1% | -67.1% | +63.1% | +1.7% |
| 3Y | +33.6% | -87.4% | +121.0% | +57.7% |
| 5Y | +28.7% | -87.2% | +115.9% | +53.1% |
| All | +31.1% | -90.7% | +121.8% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling