+47.8%
HAL vs HTZ
-92.5%
+140.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | +0.5% |
| 7D | -12.0% | -14.6% | +2.6% | -11.0% |
| 30D | +0.3% | -20.8% | +21.1% | +1.8% |
| 3M | -1.6% | -18.8% | +17.2% | -1.2% |
| 6M | -20.5% | -74.7% | +54.2% | -11.9% |
| YTD | +14.2% | -68.1% | +82.3% | +21.6% |
| 1Y | +18.9% | -73.5% | +92.3% | +28.9% |
| 3Y | -13.7% | -81.8% | +68.1% | -10.3% |
| 5Y | +42.2% | -95.2% | +137.4% | +75.2% |
| All | +47.8% | -92.5% | +140.4% | +71.5% |
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