+13.8%
F vs HTZ
-92.5%
+106.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | +0.4% |
| 7D | +1.6% | -14.6% | +16.1% | +3.2% |
| 30D | +2.6% | -20.8% | +23.4% | +5.1% |
| 3M | -8.8% | -18.8% | +10.0% | -7.9% |
| 6M | +4.6% | -74.7% | +79.3% | +21.6% |
| YTD | -1.9% | -68.1% | +66.2% | +8.7% |
| 1Y | -0.8% | -73.5% | +72.7% | +12.7% |
| 3Y | +43.5% | -81.8% | +125.3% | +58.3% |
| 5Y | -12.1% | -95.2% | +83.2% | +25.7% |
| All | +13.8% | -92.5% | +106.3% | +54.4% |
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