-93.9%
HTZ vs QS
-85.5%
-8.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +4.1% | -12.5% | -9.5% |
| 7D | -14.6% | +5.4% | -20.0% | -15.5% |
| 30D | -20.8% | -5.3% | -15.5% | -19.4% |
| 3M | -18.8% | -22.6% | +3.8% | -12.4% |
| 6M | -74.7% | -46.2% | -28.5% | -70.3% |
| YTD | -68.1% | -58.9% | -9.2% | -60.2% |
| 1Y | -73.5% | -73.1% | -0.4% | -63.2% |
| 3Y | -81.8% | -27.2% | -54.6% | -83.8% |
| 5Y | -95.2% | -86.2% | -9.0% | -94.4% |
| All | -93.9% | -85.5% | -8.5% | -93.4% |
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