+453.5%
ASX vs HTZ
-92.6%
+546.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +8.7% |
| 7D | -12.3% | -16.4% | +4.1% | -10.7% |
| 30D | -26.0% | -15.1% | -10.9% | -24.8% |
| 3M | -8.1% | -28.2% | +20.1% | -6.0% |
| 6M | +1.4% | -73.1% | +74.4% | +10.4% |
| YTD | +115.6% | -68.3% | +183.9% | +129.8% |
| 1Y | +128.0% | -75.2% | +203.3% | +147.5% |
| 3Y | +371.4% | -81.1% | +452.5% | +401.4% |
| 5Y | +469.4% | -95.0% | +564.4% | +587.3% |
| All | +453.5% | -92.6% | +546.1% | +594.5% |
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 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