+215.0%
XOM vs HTZ
-92.6%
+307.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -8.3% | -16.4% | +8.1% | -7.7% |
| 30D | -2.5% | -15.1% | +12.6% | -2.0% |
| 3M | +8.3% | -28.2% | +36.5% | +9.3% |
| 6M | +15.5% | -73.1% | +88.5% | +21.7% |
| YTD | +39.6% | -68.3% | +107.9% | +44.6% |
| 1Y | +44.6% | -75.2% | +119.8% | +52.0% |
| 3Y | +76.6% | -81.1% | +157.7% | +79.8% |
| 5Y | +195.8% | -95.0% | +290.8% | +228.4% |
| All | +215.0% | -92.6% | +307.6% | +241.9% |
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