+27.4%
XLY vs HTZ
-87.1%
+114.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +3.9% | -0.9% |
| 7D | -2.1% | -10.4% | +8.3% | -1.1% |
| 30D | -6.0% | -2.4% | -3.7% | -6.3% |
| 3M | -2.7% | -60.9% | +58.1% | +3.7% |
| 6M | -1.5% | -50.2% | +48.8% | +1.7% |
| YTD | -5.4% | -59.7% | +54.3% | -0.6% |
| 1Y | -3.8% | -66.0% | +62.2% | +1.8% |
| 3Y | +36.6% | -87.1% | +123.6% | +63.6% |
| 5Y | +27.4% | -86.9% | +114.2% | +55.1% |
| All | +27.4% | -87.1% | +114.5% | +55.1% |
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 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