+107.4%
HCA vs HTZ
-90.7%
+198.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +2.9% | -9.7% | +12.6% | +3.4% |
| 30D | +2.4% | -16.3% | +18.7% | +3.0% |
| 3M | +13.0% | -58.8% | +71.9% | +16.3% |
| 6M | -21.4% | -48.9% | +27.5% | -20.2% |
| YTD | -9.5% | -60.1% | +50.7% | -7.2% |
| 1Y | +7.5% | -65.0% | +72.5% | +10.3% |
| 3Y | +57.6% | -87.2% | +144.8% | +73.9% |
| 5Y | +71.1% | -87.1% | +158.2% | +87.4% |
| All | +107.4% | -90.7% | +198.0% | +138.0% |
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