+117.2%
XOP vs HTZ
-89.5%
+206.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.0% |
| 7D | +2.6% | +7.5% | -4.9% | +1.9% |
| 30D | +15.4% | +47.4% | -32.0% | +10.7% |
| 3M | +12.1% | -54.9% | +67.0% | +17.6% |
| 6M | +19.7% | -47.0% | +66.7% | +21.7% |
| YTD | +52.4% | -55.3% | +107.6% | +57.4% |
| 1Y | +47.6% | -57.6% | +105.2% | +51.0% |
| 3Y | +34.4% | -86.6% | +121.0% | +54.8% |
| 5Y | +154.4% | -86.1% | +240.5% | +182.8% |
| All | +117.2% | -89.5% | +206.8% | +150.1% |
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