+103.4%
CSCO vs HTZ
-92.5%
+195.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -1.5% |
| 7D | -10.2% | -14.6% | +4.4% | -9.4% |
| 30D | -20.1% | -20.8% | +0.7% | -19.1% |
| 3M | -22.4% | -18.8% | -3.5% | -21.7% |
| 6M | +2.8% | -74.7% | +77.5% | +9.0% |
| YTD | +23.6% | -68.1% | +91.7% | +28.7% |
| 1Y | +34.0% | -73.5% | +107.5% | +40.7% |
| 3Y | +89.3% | -81.8% | +171.1% | +95.3% |
| 5Y | +87.9% | -95.2% | +183.1% | +104.8% |
| All | +103.4% | -92.5% | +195.9% | +123.2% |
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