+217.2%
XOM vs HTZ
-92.5%
+309.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +0.7% |
| 7D | -11.4% | -14.6% | +3.2% | -10.9% |
| 30D | +1.1% | -20.8% | +21.9% | +1.9% |
| 3M | +7.8% | -18.8% | +26.6% | +8.1% |
| 6M | +13.0% | -74.7% | +87.7% | +19.6% |
| YTD | +40.6% | -68.1% | +108.7% | +45.5% |
| 1Y | +49.1% | -73.5% | +122.5% | +56.0% |
| 3Y | +72.9% | -81.8% | +154.7% | +76.9% |
| 5Y | +204.0% | -95.2% | +299.2% | +238.2% |
| All | +217.2% | -92.5% | +309.7% | +244.2% |
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