+149.0%
HCA vs HTZ
-92.6%
+241.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | +7.9% | -16.4% | +24.4% | +8.7% |
| 30D | +11.9% | -15.1% | +27.0% | +12.5% |
| 3M | +22.4% | -28.2% | +50.6% | +23.5% |
| 6M | +16.5% | -73.1% | +89.5% | +21.8% |
| YTD | +8.7% | -68.3% | +77.0% | +12.3% |
| 1Y | +6.7% | -75.2% | +81.9% | +11.4% |
| 3Y | +127.0% | -81.1% | +208.1% | +135.9% |
| 5Y | +113.9% | -95.0% | +208.9% | +139.3% |
| All | +149.0% | -92.6% | +241.6% | +188.0% |
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