+15.3%
D vs HTZ
-93.2%
+108.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -1.4% | -8.5% | +7.2% | -1.2% |
| 30D | +7.7% | -18.9% | +26.7% | +8.1% |
| 3M | -0.3% | -36.0% | +35.7% | +0.3% |
| 6M | +10.1% | -74.6% | +84.6% | +12.3% |
| YTD | +19.1% | -70.8% | +89.9% | +20.9% |
| 1Y | +15.9% | -75.3% | +91.2% | +18.1% |
| 3Y | +75.0% | -81.6% | +156.6% | +77.3% |
| 5Y | +13.4% | -94.4% | +107.8% | +16.6% |
| All | +15.3% | -93.2% | +108.4% | +19.4% |
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