+113.9%
GLD vs HTZ
-93.2%
+207.1%
-28.4%
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% | +0.2% |
| 7D | -4.6% | -8.5% | +4.0% | -4.4% |
| 30D | -5.5% | -18.9% | +13.5% | -5.1% |
| 3M | -10.9% | -36.0% | +25.1% | -10.1% |
| 6M | -17.4% | -74.6% | +57.1% | -15.6% |
| YTD | -10.3% | -70.8% | +60.5% | -8.6% |
| 1Y | -7.2% | -75.3% | +68.1% | -5.3% |
| 3Y | +96.9% | -81.6% | +178.5% | +98.5% |
| 5Y | +103.8% | -94.4% | +198.2% | +106.0% |
| All | +113.9% | -93.2% | +207.1% | +118.8% |
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