+3.4%
XRT vs HTZ
-89.7%
+93.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.2% | -3.6% | +4.5% |
| 7D | +8.0% | +18.9% | -10.9% | +5.9% |
| 30D | +13.0% | +26.3% | -13.2% | +9.7% |
| 3M | +1.7% | +49.7% | -48.0% | -4.6% |
| 6M | +12.6% | -61.1% | +73.7% | +21.6% |
| YTD | +10.7% | -56.0% | +66.7% | +16.3% |
| 1Y | +18.4% | -66.4% | +84.8% | +28.6% |
| 3Y | +56.4% | -75.8% | +132.2% | +65.2% |
| 5Y | +0.7% | -93.1% | +93.8% | +26.9% |
| All | +3.4% | -89.7% | +93.1% | +28.0% |
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