+1.9%
XRT vs HTZ
-92.5%
+94.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.4% | -1.1% |
| 7D | -1.4% | -27.4% | +26.0% | +1.8% |
| 30D | +9.8% | -11.4% | +21.1% | +10.7% |
| 3M | +3.3% | -33.1% | +36.3% | +6.8% |
| 6M | +13.6% | -73.5% | +87.1% | +28.0% |
| YTD | +9.1% | -68.1% | +77.2% | +18.4% |
| 1Y | +15.1% | -74.3% | +89.4% | +28.3% |
| 3Y | +59.9% | -80.9% | +140.8% | +71.1% |
| 5Y | -1.7% | -93.8% | +92.1% | +26.5% |
| All | +1.9% | -92.5% | +94.5% | +30.4% |
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