+111.3%
XOP vs HTZ
-93.2%
+204.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | +6.3% | -8.5% | +14.9% | +7.0% |
| 30D | -6.6% | -18.9% | +12.3% | -5.6% |
| 3M | +3.6% | -36.0% | +39.6% | +6.4% |
| 6M | +10.8% | -74.6% | +85.3% | +20.9% |
| YTD | +48.3% | -70.8% | +119.1% | +57.2% |
| 1Y | +42.9% | -75.3% | +118.2% | +54.0% |
| 3Y | +43.3% | -81.6% | +124.9% | +47.0% |
| 5Y | +94.0% | -94.4% | +188.4% | +137.2% |
| All | +111.3% | -93.2% | +204.5% | +149.8% |
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