+4.3%
XLY vs HTZ
-75.7%
+80.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | +2.0% | -8.5% | +10.6% | +2.5% |
| 30D | +7.6% | -18.9% | +26.5% | +8.8% |
| 3M | +1.5% | -36.0% | +37.5% | +3.4% |
| 6M | +1.5% | -74.6% | +76.1% | +8.9% |
| YTD | +1.1% | -70.8% | +71.9% | +5.4% |
| 1Y | +4.3% | -75.3% | +79.6% | +11.1% |
| All | +4.3% | -75.7% | +80.0% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling