+117.3%
ALL vs HTZ
-92.5%
+209.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.4% | +3.9% | -4.3% |
| 7D | -1.9% | -14.6% | +12.6% | -1.7% |
| 30D | +13.8% | -20.8% | +34.6% | +14.2% |
| 3M | -7.0% | -18.8% | +11.8% | -6.9% |
| 6M | +18.0% | -74.7% | +92.7% | +21.1% |
| YTD | +24.2% | -68.1% | +92.3% | +26.2% |
| 1Y | +31.2% | -73.5% | +104.7% | +33.9% |
| 3Y | +107.5% | -81.8% | +189.4% | +110.8% |
| 5Y | +144.8% | -95.2% | +240.0% | +163.0% |
| All | +117.3% | -92.5% | +209.8% | +133.2% |
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