+56.9%
BLK vs HTZ
-93.0%
+149.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.2% |
| 7D | +3.9% | -14.0% | +17.9% | +5.2% |
| 30D | +14.1% | -19.8% | +33.9% | +16.0% |
| 3M | +5.3% | -45.0% | +50.3% | +10.3% |
| 6M | +12.6% | -73.2% | +85.8% | +23.7% |
| YTD | +15.5% | -70.0% | +85.6% | +24.4% |
| 1Y | +13.6% | -75.7% | +89.3% | +24.6% |
| 3Y | +95.6% | -82.1% | +177.6% | +109.6% |
| 5Y | +41.4% | -94.3% | +135.7% | +74.7% |
| All | +56.9% | -93.0% | +149.9% | +95.9% |
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