+78.0%
HST vs HTZ
-82.6%
+160.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.3% | +0.5% |
| 7D | -2.7% | -14.6% | +11.9% | -1.8% |
| 30D | +10.7% | -20.8% | +31.5% | +12.0% |
| 3M | +6.3% | -18.8% | +25.1% | +6.9% |
| 6M | +19.0% | -74.7% | +93.7% | +28.2% |
| YTD | +47.0% | -68.1% | +115.1% | +54.8% |
| 1Y | +53.4% | -73.5% | +126.9% | +63.3% |
| 3Y | +78.0% | -81.8% | +159.8% | +92.4% |
| All | +78.0% | -82.6% | +160.6% | +92.4% |
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