+88.7%
HST vs HTZ
-93.0%
+181.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -0.4% |
| 7D | +3.6% | -14.0% | +17.6% | +5.0% |
| 30D | +9.9% | -19.8% | +29.7% | +11.8% |
| 3M | +12.9% | -45.0% | +57.9% | +18.7% |
| 6M | +22.9% | -73.2% | +96.1% | +36.7% |
| YTD | +52.4% | -70.0% | +122.4% | +65.4% |
| 1Y | +52.5% | -75.7% | +128.3% | +69.3% |
| 3Y | +87.4% | -82.1% | +169.5% | +100.5% |
| 5Y | +82.9% | -94.3% | +177.2% | +133.8% |
| All | +88.7% | -93.0% | +181.7% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling