+128.2%
ALL vs HTZ
-93.2%
+221.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.4% |
| 7D | +5.0% | -8.5% | +13.6% | +5.2% |
| 30D | +13.3% | -18.9% | +32.2% | +13.7% |
| 3M | +3.2% | -36.0% | +39.2% | +3.9% |
| 6M | +25.3% | -74.6% | +99.9% | +28.5% |
| YTD | +30.5% | -70.8% | +101.3% | +32.7% |
| 1Y | +29.2% | -75.3% | +104.5% | +32.1% |
| 3Y | +119.1% | -81.6% | +200.7% | +121.3% |
| 5Y | +162.6% | -94.4% | +257.1% | +180.9% |
| All | +128.2% | -93.2% | +221.4% | +145.4% |
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