+766.0%
ANET vs HTZ
-92.5%
+858.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.3% | -3.0% | +5.6% |
| 7D | +10.2% | -27.4% | +37.6% | +12.8% |
| 30D | -6.7% | -11.4% | +4.6% | -6.0% |
| 3M | -0.6% | -33.1% | +32.5% | +1.9% |
| 6M | +44.2% | -73.5% | +117.7% | +55.9% |
| YTD | +50.1% | -68.1% | +118.2% | +58.5% |
| 1Y | +45.8% | -74.3% | +120.1% | +56.4% |
| 3Y | +280.4% | -80.9% | +361.2% | +297.2% |
| 5Y | +503.5% | -93.8% | +597.3% | +642.4% |
| All | +766.0% | -92.5% | +858.5% | +962.6% |
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