+52.5%
HST vs HTZ
-76.0%
+128.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -0.7% |
| 7D | +3.6% | -14.0% | +17.6% | +4.3% |
| 30D | +9.9% | -19.8% | +29.7% | +11.1% |
| 3M | +12.9% | -45.0% | +57.9% | +15.4% |
| 6M | +22.9% | -73.2% | +96.1% | +35.1% |
| YTD | +52.4% | -70.0% | +122.4% | +62.4% |
| 1Y | +52.5% | -75.7% | +128.3% | +71.0% |
| All | +52.5% | -76.0% | +128.6% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling