+0.5%
XRT vs HTZ
-91.9%
+92.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -20.8% | +18.0% | -0.5% |
| 7D | +2.3% | -7.7% | +10.0% | +3.0% |
| 30D | +9.8% | -13.1% | +22.9% | +11.0% |
| 3M | -0.2% | +14.7% | -14.9% | -3.7% |
| 6M | +8.4% | -70.6% | +79.0% | +20.7% |
| YTD | +7.5% | -65.2% | +72.7% | +15.8% |
| 1Y | +13.2% | -73.2% | +86.3% | +25.8% |
| 3Y | +52.0% | -80.8% | +132.8% | +64.4% |
| 5Y | -3.2% | -94.8% | +91.6% | +25.4% |
| All | +0.5% | -91.9% | +92.4% | +27.5% |
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