+90.7%
HST vs HTZ
-92.5%
+183.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.9% | -1.5% |
| 7D | -1.3% | -27.4% | +26.2% | +1.7% |
| 30D | +13.4% | -11.4% | +24.7% | +14.2% |
| 3M | +16.7% | -33.1% | +49.8% | +20.2% |
| 6M | +24.0% | -73.5% | +97.5% | +38.2% |
| YTD | +54.0% | -68.1% | +122.1% | +66.1% |
| 1Y | +55.0% | -74.3% | +129.3% | +71.1% |
| 3Y | +89.3% | -80.9% | +170.2% | +101.3% |
| 5Y | +85.4% | -93.8% | +179.2% | +135.2% |
| All | +90.7% | -92.5% | +183.2% | +138.0% |
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