+139.3%
HOOD vs HTZ
-90.3%
+229.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | -0.6% | -16.4% | +15.8% | +2.3% |
| 30D | -23.6% | -15.1% | -8.5% | -21.7% |
| 3M | -10.7% | -28.2% | +17.5% | -7.0% |
| 6M | +8.2% | -73.1% | +81.2% | +29.3% |
| YTD | -26.3% | -68.3% | +42.0% | -15.7% |
| 1Y | -36.1% | -75.2% | +39.1% | -23.8% |
| 3Y | +950.7% | -81.1% | +1,031.8% | +1,076.3% |
| 5Y | +127.0% | -95.0% | +222.0% | +217.0% |
| All | +139.3% | -90.3% | +229.6% | +341.3% |
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