-91.5%
HTZ vs QS
-81.4%
-10.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.2% |
| 7D | +7.5% | -2.3% | +9.8% | +8.2% |
| 30D | +47.4% | -0.7% | +48.2% | +48.3% |
| 3M | -54.9% | -39.6% | -15.3% | -48.6% |
| 6M | -47.0% | -21.7% | -25.3% | -44.2% |
| YTD | -55.3% | -47.4% | -7.8% | -48.0% |
| 1Y | -57.6% | -28.4% | -29.3% | -57.4% |
| 3Y | -86.6% | -22.6% | -64.0% | -88.3% |
| 5Y | -86.1% | -75.6% | -10.5% | -85.9% |
| All | -91.5% | -81.4% | -10.1% | -91.4% |
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