+78.1%
HST vs HTZ
-81.0%
+159.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -20.8% | +15.1% | -4.4% |
| 7D | -4.2% | -7.7% | +3.6% | -3.7% |
| 30D | +9.6% | -13.1% | +22.7% | +10.3% |
| 3M | -1.1% | +14.7% | -15.9% | -2.8% |
| 6M | +21.1% | -70.6% | +91.7% | +29.2% |
| YTD | +47.1% | -65.2% | +112.3% | +54.0% |
| 1Y | +64.0% | -73.2% | +137.2% | +74.5% |
| All | +78.1% | -81.0% | +159.0% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling