+131.8%
C vs HTZ
-89.5%
+221.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +3.6% | +7.5% | -3.8% | +3.0% |
| 30D | +0.1% | +47.4% | -47.4% | -3.7% |
| 3M | +2.4% | -54.9% | +57.3% | +7.0% |
| 6M | +24.9% | -47.0% | +71.9% | +27.9% |
| YTD | +19.8% | -55.3% | +75.1% | +24.3% |
| 1Y | +44.9% | -57.6% | +102.5% | +49.4% |
| 3Y | +263.0% | -86.6% | +349.6% | +313.4% |
| 5Y | +129.5% | -86.1% | +215.6% | +149.1% |
| All | +131.8% | -89.5% | +221.3% | +167.0% |
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