+16.9%
D vs HTZ
-92.5%
+109.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.9% | -1.3% |
| 7D | +3.0% | -14.6% | +17.6% | +3.2% |
| 30D | +11.5% | -20.8% | +32.3% | +11.9% |
| 3M | +3.7% | -18.8% | +22.5% | +3.9% |
| 6M | +13.5% | -74.7% | +88.2% | +16.0% |
| YTD | +20.7% | -68.1% | +88.8% | +22.4% |
| 1Y | +18.2% | -73.5% | +91.7% | +20.3% |
| 3Y | +73.3% | -81.8% | +155.1% | +76.0% |
| 5Y | +12.3% | -95.2% | +107.5% | +14.8% |
| All | +16.9% | -92.5% | +109.4% | +20.9% |
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