+33.4%
XLY vs HTZ
-89.5%
+122.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.4% |
| 7D | -2.0% | +7.5% | -9.4% | -2.6% |
| 30D | -3.1% | +47.4% | -50.6% | -7.3% |
| 3M | -1.8% | -54.9% | +53.1% | +3.2% |
| 6M | -0.9% | -47.0% | +46.1% | +1.7% |
| YTD | -3.4% | -55.3% | +51.9% | +0.6% |
| 1Y | -1.5% | -57.6% | +56.1% | +1.8% |
| 3Y | +38.8% | -86.6% | +125.4% | +64.0% |
| 5Y | +30.5% | -86.1% | +116.6% | +53.8% |
| All | +33.4% | -89.5% | +122.9% | +57.2% |
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