-91.6%
HTZ vs QS
-85.0%
-6.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.5% | +1.7% | +7.1% |
| 7D | +18.9% | +4.5% | +14.5% | +17.6% |
| 30D | +26.3% | -4.1% | +30.4% | +27.6% |
| 3M | +49.7% | -22.1% | +71.8% | +60.6% |
| 6M | -61.1% | -38.4% | -22.7% | -56.1% |
| YTD | -56.0% | -57.5% | +1.5% | -45.9% |
| 1Y | -66.4% | -71.3% | +4.9% | -54.3% |
| 3Y | -75.8% | -27.3% | -48.5% | -78.4% |
| 5Y | -93.1% | -86.0% | -7.1% | -92.0% |
| All | -91.6% | -85.0% | -6.7% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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