+56.7%
BLK vs HTZ
-92.6%
+149.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +4.1% | -16.4% | +20.5% | +5.6% |
| 30D | +12.2% | -15.1% | +27.3% | +13.5% |
| 3M | +7.4% | -28.2% | +35.6% | +9.6% |
| 6M | +13.2% | -73.1% | +86.2% | +24.4% |
| YTD | +15.4% | -68.3% | +83.6% | +23.7% |
| 1Y | +14.6% | -75.2% | +89.9% | +25.6% |
| 3Y | +99.2% | -81.1% | +180.4% | +112.8% |
| 5Y | +41.9% | -95.0% | +136.9% | +75.5% |
| All | +56.7% | -92.6% | +149.2% | +94.8% |
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