+151.8%
HLT vs HTZ
-90.6%
+242.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.3% |
| 7D | -1.5% | -10.4% | +8.9% | -0.5% |
| 30D | -1.2% | -2.4% | +1.1% | -1.5% |
| 3M | -10.3% | -60.9% | +50.5% | -4.5% |
| 6M | +1.3% | -50.2% | +51.5% | +4.7% |
| YTD | +7.0% | -59.7% | +66.7% | +12.6% |
| 1Y | +11.9% | -66.0% | +77.9% | +18.4% |
| 3Y | +100.7% | -87.1% | +187.7% | +137.0% |
| 5Y | +147.5% | -86.9% | +234.4% | +188.2% |
| All | +151.8% | -90.6% | +242.4% | +207.9% |
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