+123.6%
HOOD vs HTZ
-91.1%
+214.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.8% |
| 7D | -3.8% | -8.5% | +4.8% | -2.3% |
| 30D | -23.0% | -18.9% | -4.1% | -20.5% |
| 3M | -21.6% | -36.0% | +14.4% | -16.1% |
| 6M | +1.4% | -74.6% | +76.0% | +22.4% |
| YTD | -31.2% | -70.8% | +39.7% | -20.2% |
| 1Y | -35.9% | -75.3% | +39.4% | -23.6% |
| 3Y | +836.9% | -81.6% | +918.5% | +943.4% |
| 5Y | +121.1% | -94.4% | +215.6% | +220.6% |
| All | +123.6% | -91.1% | +214.7% | +318.1% |
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