-93.4%
HTZ vs ROIV
+269.9%
-363.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.2% | -16.6% | -20.2% |
| 7D | -7.7% | -2.4% | -5.3% | -7.2% |
| 30D | -13.1% | +3.1% | -16.2% | -13.3% |
| 3M | +14.7% | +5.8% | +8.9% | +13.6% |
| 6M | -70.6% | +29.3% | -99.9% | -71.9% |
| YTD | -65.2% | +68.8% | -133.9% | -68.0% |
| 1Y | -73.2% | +81.0% | -154.2% | -75.6% |
| 3Y | -80.8% | +294.6% | -375.4% | -84.2% |
| 5Y | -94.8% | +373.1% | -467.9% | -96.2% |
| All | -93.4% | +269.9% | -363.3% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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