-91.6%
HTZ vs LII
+9.1%
-100.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +7.5% |
| 7D | +18.9% | +7.9% | +11.0% | +14.7% |
| 30D | +26.3% | -0.6% | +26.9% | +26.5% |
| 3M | +49.7% | -19.3% | +69.0% | +64.9% |
| 6M | -61.1% | -29.8% | -31.3% | -55.9% |
| YTD | -56.0% | -25.4% | -30.6% | -52.2% |
| 1Y | -66.4% | -26.2% | -40.2% | -63.3% |
| 3Y | -75.8% | -4.5% | -71.3% | -77.2% |
| 5Y | -93.1% | +26.7% | -119.7% | -94.7% |
| All | -91.6% | +9.1% | -100.8% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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