+648.6%
AVGO vs HTZ
-92.6%
+741.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.8% |
| 7D | -0.9% | -16.4% | +15.6% | +0.3% |
| 30D | -11.6% | -15.1% | +3.5% | -10.8% |
| 3M | -25.2% | -28.2% | +3.0% | -24.0% |
| 6M | -25.4% | -73.1% | +47.6% | -20.7% |
| YTD | -7.2% | -68.3% | +61.1% | -2.9% |
| 1Y | -7.9% | -75.2% | +67.3% | -2.4% |
| 3Y | +262.1% | -81.1% | +343.2% | +278.8% |
| 5Y | +525.7% | -95.0% | +620.7% | +647.2% |
| All | +648.6% | -92.6% | +741.2% | +788.4% |
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