+100.7%
XOP vs HTZ
-93.2%
+193.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.8% | +1.4% |
| 7D | -8.4% | -27.5% | +19.2% | -6.3% |
| 30D | -8.4% | -21.9% | +13.5% | -7.1% |
| 3M | +0.2% | -29.2% | +29.4% | +1.7% |
| 6M | +7.2% | -75.2% | +82.4% | +17.4% |
| YTD | +40.8% | -70.8% | +111.6% | +49.4% |
| 1Y | +36.3% | -76.1% | +112.4% | +47.5% |
| 3Y | +37.2% | -82.5% | +119.7% | +42.2% |
| 5Y | +86.6% | -94.1% | +180.7% | +126.7% |
| All | +100.7% | -93.2% | +193.9% | +137.4% |
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