+112.9%
HL vs HTZ
-92.6%
+205.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.2% | +4.6% |
| 7D | +13.8% | -16.4% | +30.2% | +15.9% |
| 30D | -9.7% | -15.1% | +5.4% | -8.4% |
| 3M | -8.5% | -28.2% | +19.7% | -6.1% |
| 6M | -17.2% | -73.1% | +55.9% | -6.6% |
| YTD | -19.6% | -68.3% | +48.6% | -11.8% |
| 1Y | +11.1% | -75.2% | +86.4% | +25.0% |
| 3Y | +299.7% | -81.1% | +380.8% | +330.8% |
| 5Y | +156.5% | -95.0% | +251.5% | +220.4% |
| All | +112.9% | -92.6% | +205.5% | +166.1% |
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