+16.8%
HON vs HTZ
-92.6%
+109.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.1% |
| 7D | +2.3% | -16.4% | +18.7% | +3.3% |
| 30D | +10.2% | -15.1% | +25.3% | +11.0% |
| 3M | -6.7% | -28.2% | +21.5% | -5.6% |
| 6M | +3.3% | -73.1% | +76.4% | +9.6% |
| YTD | +13.4% | -68.3% | +81.7% | +18.5% |
| 1Y | +14.7% | -75.2% | +89.9% | +21.5% |
| 3Y | +33.4% | -81.1% | +114.5% | +39.2% |
| 5Y | +12.7% | -95.0% | +107.7% | +29.6% |
| All | +16.8% | -92.6% | +109.4% | +34.8% |
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