+108.1%
CSCO vs HTZ
-93.2%
+201.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -6.1% |
| 7D | +1.9% | -8.5% | +10.4% | +2.4% |
| 30D | -15.8% | -18.9% | +3.1% | -15.0% |
| 3M | -15.4% | -36.0% | +20.6% | -13.6% |
| 6M | -5.4% | -74.6% | +69.2% | +0.3% |
| YTD | +26.5% | -70.8% | +97.3% | +32.3% |
| 1Y | +25.9% | -75.3% | +101.2% | +32.7% |
| 3Y | +97.5% | -81.6% | +179.1% | +102.9% |
| 5Y | +93.0% | -94.4% | +187.5% | +111.9% |
| All | +108.1% | -93.2% | +201.2% | +129.4% |
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