+82.1%
HST vs HTZ
-92.5%
+174.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.3% | +0.8% |
| 7D | -2.7% | -14.6% | +11.9% | -1.3% |
| 30D | +10.7% | -20.8% | +31.5% | +12.9% |
| 3M | +6.3% | -18.8% | +25.1% | +7.2% |
| 6M | +19.0% | -74.7% | +93.7% | +33.4% |
| YTD | +47.0% | -68.1% | +115.1% | +58.8% |
| 1Y | +53.4% | -73.5% | +126.9% | +68.9% |
| 3Y | +78.0% | -81.8% | +159.8% | +91.5% |
| 5Y | +71.7% | -95.2% | +166.9% | +121.4% |
| All | +82.1% | -92.5% | +174.6% | +127.5% |
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