+186.1%
COST vs HTZ
-92.6%
+278.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +2.5% | -16.4% | +18.9% | +2.9% |
| 30D | +12.8% | -15.1% | +27.9% | +13.1% |
| 3M | +12.7% | -28.2% | +40.8% | +13.4% |
| 6M | +6.0% | -73.1% | +79.1% | +9.8% |
| YTD | +24.4% | -68.3% | +92.7% | +27.3% |
| 1Y | +16.2% | -75.2% | +91.5% | +20.1% |
| 3Y | +96.9% | -81.1% | +178.0% | +102.1% |
| 5Y | +121.1% | -95.0% | +216.1% | +145.4% |
| All | +186.1% | -92.6% | +278.7% | +213.6% |
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